Urgent requirement in NJ C++ with fixed Income financial client positions
Employment Type: Contract City: warren State: New Jersey Status: Accepting Candidates Client -Barclays Description: Main Duties The main role involves thoroughly understanding the current trade representation, pricing methodology used and all the model related details so as to transform the trade representation to a radically different form developed by the quants. This translation needs to happen on the fly at run time in a complex C++ enterprise wide pricing engine. Thorough knowledge of C++ and STL is essential along with a strong knowledge of cashflows and pricing of fixed income products. Person Requirements Excellent knowledge of C++, ability to re-architect components of a complex enterprise wide application framework. Familiarity with pricing and risk methodologies for fixed income derivatives such as interest rate swaps, swaptions, caps / floors, bonds. Technical Skills: Fixed income derivatives pricing and risk with strong C++ skills and knowledge of STL. The client is in area of Interest Rate Swaps and Cashflows, hence that knowledge will be critical. experience in fixed income derivatives pricing and risk with strong C++ skills and knowledge of STL. This is for an immediate assignment to transform trade representation from one internal format to another. Knowledge of interest rate swaps and cashflows is critical. Details Requested- Name: Rate: Tel: E.mail: Visa Staus: Availibility: Current Location City &State: Ready to relocate ?: Ready for Face to Face? : 2 references -- Regards****** ** ** Suman Bakshi-Sam Harrier Infotech USA Inc**** 2 King Arthur Court, Suite#11,**** North Brunswick, NJ 08902**** Office: 732 637 0815 Fax:732-626-8888**** suman.bak...@harriersys.com sa...@harriersys.com * * -- You received this message because you are subscribed to the Google Groups "Citrix and Sap problems" group. To post to this group, send email to citrix-and-sap-problems@googlegroups.com. To unsubscribe from this group, send email to citrix-and-sap-problems+unsubscr...@googlegroups.com. For more options, visit this group at http://groups.google.com/group/citrix-and-sap-problems?hl=en.
