Major financial services firm is seeking a strong C++ or Java Quantitative Developer Consultant to join their Quantitative Risk Management Team.  The consultant must also have strong querying database skills using SQL.  This position could lead to a full time opportunity.

The consultant must have previously worked in a developer role supporting preferably both fixed income and equity applications in either a front or middle office/risk management capacity.  There will be close daily interaction with the Quantitative Analysts within this Risk Management Group, therefore familiarity with the products and some understanding of pricing and risk management terms is vital.

This consulting position has opened up due to changes in regulatory oversight. You will be developing systems in the support of new margin requirements across various product lines and the enhancement of new VaR methodologies. Secondary components to the assignment include UAT, back testing and stress testing to meet the regulatory deadlines.  Once again, the area supports fixed income and equity products, candidates without both Fixed Income and Equities are unlikely to be considered.   Ideal candidates will also have subject matter knowledge in Fixed Income and Equities Futures and Options and have a PhD in a quantitative discipline.

Please email me at kathleen@sg.com.  All inquiries will be handled in the strictest confidence.