1.  C++  Credit Derivative Analytics,  CDS/CDS Options, CDS Flow,

This also includes  credit linked notes,asset swaps, curves, default swaps, CDO's, CLO's, CDX and synthetic CDO's, ABS CDO's, cds correlation and emerging market credit,aggregation sensitivities, Mark-it curves for CDS, CDS basis, Risk Pricing Systems Risk Valuation Systems.

   Candidates MUST also be very hands on with C++ coding and capable on LINUX or Unix.

 also of great interest are candidates with Fixed Income Interest Rate Deriv., Risk Pricing or other fixed income trading systems experience etc........

The role is to support the Credit Deriv. business with C++ Analytical library development, integration of models into the trading system, pricing systems development, P&L, Risk systems etc......

 interaction on the desk with the PhD Quant team, Traders, MD level Analytic technical managers, team members etc........

Backgrounds with a Degree in Computer Science are highly preferred for this role.

Front office role, interaction with Traders and Quants.

 Title to VP,  to 180K Base plus bonus.

This opportunity is full-time and is a very high projected total compensation opportunity.

Please note these clients are NOT sponsoring or transferring H-1 Visas at this time.

If interested please email your Cv for consideration to Halliwell Search LLC

      at     RABO@optonline.net

Please include full contact information.

Thank you.