Huxley Associates are a leading Global Recruitment Agency with offices across USA, Europe and Asia. We have separate divisions specializing in Finance, Engineering, Manufacturing, and Technology recruitment. Our position has been achieved through our ability to establish a thorough understanding of our clients’ businesses and the skills of the candidates needed to support them.

We have a broad client base that encompasses a range of industries, including global investment banks, world-class manufacturing companies, small software houses, consultancies, large telecom and retail organizations and even innovative start-ups.

All aspects of our business are governed by a compliance policy that commands adherence to best practice and this represents our commitment to providing a quality-driven service, not only to our clients but also to our candidates. Our experienced consultants are always on hand to offer industry advice and market information whenever you may need it.

The position requires fixed income product knowledge (swaps, options, bonds, futures, etc), in addition to experience with mortgage backed securities and excellent C++ skills. Candidates must be capable of troubleshooting, problem solving, and should be able to support development throughout the full lifecycle.

Good communication skills are necessary as you will be in working relationships with the quant research team, IT support, and traders. Familiarity with interest rate derivatives, risk management, and pricing is a plus.

Desired Skills:

C++

UNIX/Windows

STL, Perl, Python

Multi-threading

Swaps, bonds, treasuries, & rates

If you're a C++ expert looking to develop your skills on an interactive MBS risk development team at a key investment firm in New York City, contact:

Kim Maher
Huxley Associates
(212) 707-8112