Interest Rate Quantitative Developer / C++

Interest Rate Quantitative Developer/C++
Salary: DOE                                                                                                           Location:  Manhattan, NY                                                                                                                                     
The Role
The Interest Rate Quantitative Development group is seeking candidates with strong quant development background and experience in Interest Rates Derivatives modelling.
The candidate will be responsible for developing and supporting pricing models for interest rate derivatives, exotic and hybrid products.

Responsibilities include:
1. Research, implement and maintain pricing models for interest rate derivative and hybrid (IR/FX, IR/Credit, IR/Equity) products.
2. Work closely with product development through the full development cycle, from the product initial specification to final delivery to clients.
3. Work with application developers on integration and testing.

Qualifications
* PhD in Mathematics, Physics, Engineering, Finance or related field.
* 5+ years hands-on C/C++ Quantitative Development on UNIX.
* Strong software engineering skills in a multi-platform, multi-programmer environment.
* Solid understanding of Interest Rate Derivatives/Hybrids markets.
* Strong communication skills and ability to work in a team environment.