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VP Quantitative Developer | Market Risk C++

  • Job type: Permanent
  • Location: New York
  • Salary: Competitive
  • Job reference: KYHM03172017
  • Sector: Technology, Selby Jennings, Development
  • Date posted: 25/10/2017
VP Software/ Quantitative  Developer | Market Risk 

Top Investment Bank

Exceptional Compensation + Bonus

Selby Jennings is currently working on behalf of a Tier One Investment Bank in the Tri-State area looking to fill a VP level role in Market Risk supporting multiple business lines across the Corporate Investment Bank and Consumer & Community Banking, enterprise-wide. 

In this role you will be building and improving the analytical calculators and libraries along with implementing quantitative valuation and risk models. 

The successful candidate should have the following qualifications and experience:
  • 5+ years’ experience programming in C++ 
  • Experience developing, maintaining, deploying, and supporting large scale applications
  • Experience working in a UNIX/LINUX development environment
  • Business level quantitative knowledge 

Desired Skills:
  • Proficiency with scripting languages (Perl, Python, ... ) and shell
  • Experience implementing quantitative valuation and risk models

Please apply to or reach out for a confidential conversation
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