Position: Sr. SW Engineer
Location: Boston, MA Area
Excellent Compensation Package - Base + Bonus + PS

Company:
Large, successful, and growing Boston based Investment Management Firm -
Great Company - Lots of Upside - Excellent Compensation Package - Bonus -
Profit Sharing etc. Join a team oriented, collaborative, results focused
environment and become part of an elite organization with great growth
possibilities.

Position Responsibilities - Summary:
The Fixed Income Quant Systems Team is responsible for providing advanced
suite of quantitative tools such as analytic calculators, risk models, and
asset allocation strategies to the portfolio management and research analyst
teams.  Members of the team play critical roles in our firm’s success by
providing quantitative technology solutions that improve complex investment
decision-making, and serve as a key differentiator in new business
development.

This member of the Quant Systems Team will combine quantitative and software
engineering skills to provide analytical tools to the firm’s fixed income
investment professionals.

Detailed Responsibilities:
- Partner closely with investment and research teams to understand
business needs and to create effective technical solutions.

- Perform detailed analysis of analytical/quantitative problems and
provide guidance to the technical development teams.

- Actively participate in development, regression testing,
deployment, and support of new quantitative tools.

- Stay abreast of the “state of the art” as it relates to investment
practice, both within the firm and throughout the industry.

Required Skills and Competencies:

- A minimum of five years of experience in the investment industry,
ideally with an investment bank, hedge fund, or asset manager.

- A minimum of three years in a quantitative role supporting fixed
income investment professionals.

- Demonstrated understanding of fixed income securities (including
related derivatives), quantitative concepts, and related front-office
investment processes.

- A good handle on “bond math” and relevant market conventions such
as yield curve, credit spread, analytics and risk management.

- At least seven years of application designing and programming
experience using C/C++, Java, C#, or Matlab.

- Working knowledge of SQL and relational database technology.

- Demonstrated client focus and relationship management skills.

- Excellent written and verbal communications skills.

- Ability and willingness to work in a fast-paced, mission-critical
production environment.

- Strong delivery focus and ability to overcome obstacles.

- An advanced degree in computer science, mathematics, physics,
statistics or another quantitative field.

- Willingness or demonstrated commitment to a CFA charter or an FRM
certificate.

Keys to this Position:
1.  Strong experience in the Quantitative area including Analytics,
Financial Applications, Calculators, Modeling and Strategy

2.  Domain Knowledge:  Fixed Income knowledge is required.  Derivatives are
a plus.  The following are also pluses: Mortgage or Structured Financial
background, CMO’s (collateralized mortgage obligation), Asset Backed
Securities, etc.

3.  Technical requirement:  C++, Java or Matlab.  The candidate can have any
of these technologies - we use all three.

4.  Client Relationship skills.  This individual will work directly with the
Investment teams and needs to have strong communication skills.

Compensation:
Very Competitive Base Salary + Profit Sharing + Bonus - Comprehensive
Benefits Package
No Sponsorship Available - US Based Applicants Only - No Relocation

Contact Information:
Gary Wright - President - Wright Associates
Phone - (508) 761-6354
Email  - replywrightassociates AT verizon DOT net
Website - www.wrightassociates.org