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A major New York investment bank is looking for a hands-on developer/manager for their equity risk analytics group.
This is a mission-critical role managing risk for the company's enormously profitable equity derivatives unit. This is a hybrid role that requires active management from someone with strong development experience. The role requires working directly with quants on analytic projects for specific offerings, and involves discussing new strategies with traders.
The initial project will be a model wrapping effort for a new library. This requires validation, performance testing, and integration with previous models. The technical work and integration is in Java; the quantitative work will be done in C++.
A masters in quantitative finance or equivalent work experience in equity derivatives is suggested.
About the company: major investment bank netting over $5 billion in income last year, with more than 50,000 employees. Operates brokerages, handles IPOs, acquisitions and other reorganizations, offers investment advisor services, and trades for its own account.
For more IT/Quantitative Finance positions, visit headhunting.com.
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