Job Description :
Position: Quant Developer
Location: Jersey City, NJ
Duration: 12+ months contract
Interview: Phone & face 2 Face
USC, GC only


Job Description:-

5+ years of general experience in quantitative financial engineering / data analysis modeling.
Hands on experience in quantitative finance, especially volatility models and Monte Carlo simulation.
In depth understanding of products and market structure, especially for equities, corporate bonds and municipal bonds.
Expertise experience in risk management.
Strong mathematical background, especially in statistics and time series.
Ability to operate autonomously, as well as be an effective member of a broader team.
Excellent communication and presentation skills.
Ability to handle large set of data and data with bad quality.
Strong programming skills in SQL

Nice to have:- C++

Strong skills in a common scripting language such as: Excel VBA, Matlab, R, SAS, Python, or Perl.

If you are qualified, available, interested, planning to make a change, or know of a friend/colleague who might have the required qualifications and interest, please contact me ASAP at Please NOTE, in considering candidates, time is of the essence, so please respond ASAP and include:
- A current copy of your CV DOC
- Current and Asking Rate/Compensation.
- Availability to Interview/Start.
- 3-4 sentence summary or bullet point list of your specific qualifications for this position.
- Any other pertinent information that may impact your qualifications for this position.