Quantitative Analyst / Developer

Quantitative Developer / Analyst Direct hire opportunity with a division of the Securities and Exchange Commission (SEC) in downtown Chicago. Local candidates preferred, independent contractors and sub-contractors will not be considered Position Description: Individual will work closely with quantitative analyst, business users and systems developers to implement models for pricing and risk management of complex financial derivatives, as well as support existing systems. Responsibilities include design and implementation of projects that meet the analytical specifications provided by the quantitative research staff, the technical requirements mandated by the systems staff, and the needs of business users. Documentation must be maintained for project requirements, designs, and implementations.  Requirements: 3 plus year Java, C/C++, and SQL Experience with implementation of complex, computationally intensive algorithms. Experience with Multi-threaded, distributed computing and cross platform interoperability. Knowledge of Java Spring, IBM Websphere, C#, and ADO.Net, J2EE are pluses. Quantitative finance experience preferred including financial risk measures (e.g. VaR, Expected Shortfall) Knowledge of Options Pricing Theory Numerical solutions in finance (e.g. Monte Carlo simulations) Education: Bachelors or Masters in a quantitative discipline including evidence of extensive mathematical trainingQualified candidates should email resumes to moez.nomanbhoy@modisit.com Job Reference Code: MN Company: Modis, Inc. Status: Full Time, Employee Location: Chicago, IL 60606 Job Category: Accounting/Finance/Insurance Career Level: Experienced (Non-Manager) Work Experience: 2+ to 5 Years