Quantitative Developer -- Hedge Fund

Large credit derivatives hedge fund in NYC has opening for a senior quantitative developer.

This large and fast growing credit hedge fund in midtown NYC has an opening for a senior quantitative developer to support strategy development, pricing, and risk functions.

Candidates should have several years exposure to credit products, including CDS and/or equity derivatives.

The successful candidate will develop analytic models for strategies, including back-testing.

This is a high profile position -- the successful candidate will work with partners and portfolio managers.

Candidates must have strong programming skills in C++ or C#, and excellent financial and mathematical skills.