f*****y
发帖数: 1997 | 1 在一个top IB 的 front office 做过2年QUANT， fixed income 方面的产品，编程和
数学模型都不错
language: C++ C#， VBA
models: pricing and risk monitor in bond market, butterfly and spread
trading strategy, etc
请站内，谢谢！ | l******n
发帖数: 9344 | 2 Title:
C++ Developer Fixed Income (Pricing/Risk Analytics)
Description: The Fixed Income Technology Team of a Boston based financial
firm is looking for an experienced C++ Developer to build and implement
applications for pricing analytics and risk models for fixed income
investments. The applications [risk calculation engines, risk based
portfolio construction and portfolio attribution models are used to measure
market exposures and duration: OAS, VaR for Fixed Income and Corporate
Credit investments. The Candidate must have 5+ years of solid C++
development skills in a Linux environment, python, perl shell scripting
skills, experience in Matlab and R are preferred and experience working on
fixed income valuation and analytics applications and a quantitative degree.
Project Management skills are also a plus.
这个愿意去吗？
【在 f*****y 的大作中提到】
: 在一个top IB 的 front office 做过2年QUANT， fixed income 方面的产品，编程和
: 数学模型都不错
: language: C++ C#， VBA
: models: pricing and risk monitor in bond market, butterfly and spread
: trading strategy, etc
: 请站内，谢谢！
| f*****y
发帖数: 1997 | 3 这个是一个developer的职位
我的C++ 不是很 hard core 的，估计还是CS 背景的比较适合您的这个职位
我自己还是偏quant and math model
financial
measure
【在 l******n 的大作中提到】
: Title:
: C++ Developer Fixed Income (Pricing/Risk Analytics)
: Description: The Fixed Income Technology Team of a Boston based financial
: firm is looking for an experienced C++ Developer to build and implement
: applications for pricing analytics and risk models for fixed income
: investments. The applications [risk calculation engines, risk based
: portfolio construction and portfolio attribution models are used to measure
: market exposures and duration: OAS, VaR for Fixed Income and Corporate
: Credit investments. The Candidate must have 5+ years of solid C++
: development skills in a Linux environment, python, perl shell scripting
| f*****y
发帖数: 1997 | 4 还是谢谢你，呵呵
现在是不是纯粹的QUANT工作很少了，都是要程序开发员？
financial
measure
【在 l******n 的大作中提到】
: Title:
: C++ Developer Fixed Income (Pricing/Risk Analytics)
: Description: The Fixed Income Technology Team of a Boston based financial
: firm is looking for an experienced C++ Developer to build and implement
: applications for pricing analytics and risk models for fixed income
: investments. The applications [risk calculation engines, risk based
: portfolio construction and portfolio attribution models are used to measure
: market exposures and duration: OAS, VaR for Fixed Income and Corporate
: Credit investments. The Candidate must have 5+ years of solid C++
: development skills in a Linux environment, python, perl shell scripting
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