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Job Title: Senior Quantitative Developer
Job Location: NY: New York
Pay Rate: Open
Job Length: full time
Start Date: 2008-09-14

Company Name: Lehman Brothers
Contact: HR
Phone: email only please
Fax: email only please

Description: Senior Quantitative Developer Posted 7/8/2008 New York, NY

Senior Quantitative Developer New York, NY Role:Help build the risk management tools and platform for the commodities derivatives trading desk. Work with traders, quants and Ph.Ds to convert trading ideas and models into superior risk analytics for oil, electricity and natural gas trading. Ideal candidate will leverage a combination of coding, finance and mathematics skills. Will evaluate models from non-energy derivatives areas and working with quants will help decide what to re-factor and what to build from scratch. Will work with other technolgists to integrate into a robust, scalable and extensible infrastructure. An important aspect of this role is communication and coordination between various stakeholders and developers and ensuring quality and consistency across the platform. This position works very closely with quants but it is not a quant/researcher position Requirements: 3+ years experience in front-office derivatives technology role Masters or P.hD mathematics, computer science or other technical degree Experience with a financial firm leading a small team of developers, working closely with quants, to design, build & integrate model libraries. Strong C++ in a Linux and Windows environments. Strong OO class design skills Energy or commodities experience a big plus. Understanding of Java & web services, JSP, XML, J2EE a plus. Experience performing data manipulation and scripting in UNIX shell and PERL a plus. Knowledge of energy products a big plus but not required Experience integrating models into Excel environment a plus Experience on both Linux and Windows platform a plus

Lehman Brothers is an equal opportunity/affirmative action employer. The Firm and its affiliates do not discriminate in employment because of race, color, religion, gender, national origin, veteran status, disability, age, citizenship, marital or domestic/civil partnership status, sexual orientation, gender identity or expression or because of any other criteria prohibited under controlling federal, state or local law.

Please refer to Job code lehman-10164 when responding to this ad.

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