Our client, a Major Financial Services company is seeking candidates with strong quant development background and experience in Interest Rates Derivatives modelling for their Interest Rate Quantitative Development group.

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.

To apply: Contact: Denise 212-840-8666
Please email your word doc resume to: Denise@RMScorp.com

RMS Computer Corporation (RMS) has been in business for over twenty years as a preferred source for many of the well known top-tier financial institutions/hedge funds and technology companies to fulfill their technology/business staffing requirements with high caliber professionals.