Quantitative Analyst Role (130-170K plus bonus)

A Software firm seeks a Quantitative Programmer to join their Risk Team with strong C++ and mathematical background.

Enhance and extend our pricing and risk models. These models are used by leading traders and risk managers at hedge funds and investment banks around the world.
* MS or PhD in Quantitative Finance, Mathematics, or a related discipline (eg. Physics, Engineering) required.
* Experience in quantitative modeling of equity derivatives, FX, and/or credit derivatives  a must
* Five years experience programming in C++. The ideal candidate will be a practitioner in C++ with the ability to create highly-reusable and easily-extendable modular code that fulfills the quantitative requirements using suitable design patterns.
* Knowledge of relational databases is a plus.
* Ability to work independently and within a team in a customer-facing environment.