The candidate will work closely with and support the Quant Strategist in the development of tools and processes (Ex. collateral management, trade capture, portfolio margin, risk management etc) for the team.

Candidates must have excellent programming skill set and understand the life cycle of quantitative model development.

Experience with the following languages: JAVA, C++, SQL, Managed Languages, SQL, Managed Languages.

Candidates with exposure to microsfot wpf - for user interface development will also be reviewed for a second slot.

Candidates will be looked at from all engineering backgrounds. Banking or Hedge Fund experience is preferred, however, not required.