Jobs posted by Integrated Management Resources, Inc.
Location:
Tempe, AZ, United States
Description:
Integrated Management has been in business for over sixteen years specializing in the recruitment of Derivative Product professionals working in the Financial Markets in New York, Chicago, London, Hong Kong, Singapore and Tokyo.
At Integrated we emphasize a highly disciplined approach to global recruiting, employing a value added strategy designed to expedite our clients needs. A professional staff with over 39 years combined experience executes this highly developed strategy. This experience combined with advanced systems technology and a state of the art operational infrastructure give Integrated the ability to provide immediate rewards to our clients.
Our clients are the top Investment Banks, Commercial Banks and Foreign Banks, as well as Buyside Investment Money Managers and Hedge Funds.
At Integrated we emphasize a highly disciplined approach to global recruiting, employing a value added strategy designed to expedite our clients needs. A professional staff with over 39 years combined experience executes this highly developed strategy. This experience combined with advanced systems technology and a state of the art operational infrastructure give Integrated the ability to provide immediate rewards to our clients.
Our clients are the top Investment Banks, Commercial Banks and Foreign Banks, as well as Buyside Investment Money Managers and Hedge Funds.
Web site:
http://www.integratedmgmt.com
| Title | Employer | Location | Posted | |
|---|---|---|---|---|
| Senior Mortgage Modeler / Senior Quantitative Analyst | Premier Investment Bank | New York, NY, United States | May 14 | |
| Premier Investment Bank is looking to grow its mortgage modelling capabilities with a senior level Quantitative Analyst. This person will be part of the fixed income derivatives trading desk quant support team in New York, reporting to the head of FI... | ||||
| Commodity Quantitative Analyst | Top Tier Investment Bank | New York, NY, United States | May 09 | |
| Top Tier Investment Bank seeking Commodity Quantitative Analyst possessing a minimum of 1-5 years experience in front office commodity quant modeling. As a global team member, candidate will be developing models within the commodity space supporting... | ||||
| Top Firm - Quant - Entry Level - London | Top Investment Firm | London, England, United Kingdom | May 01 | |
| TOP INVESTMENT Firm seeks EXCELLENT QUANT for a top STRATEGY role in London. This candidate will work with other excellent smart dynamic people in a fast paced trading environment. Must be open to relocation to London, with solid technical background... | ||||
| Counterparty Quantitative Risk Analyst | Top Tier U.S. Bank | New York, NY, United States | May 01 | |
| Top Tier U.S. Bank seeks an outstanding junior to mid level Counterparty Quantitative Risk Analyst for the New York team. The counterparty risk team works with risk management, technology, and the front office to insure that risk and pricing models... | ||||
| Counterparty Quantitative Risk Analyst | Top Tier U.S. Bank | London, England, United Kingdom | May 01 | |
| Top Tier U.S. Bank seeks an outstanding junior to mid level Counterparty Quantitative Risk Analyst for the London team. The counterparty risk team works with risk management, technology, and the front office to insure that risk and pricing models... | ||||
| Top Firm - Quant - Entry Level | Top Investment Firm | Tokyo, Japan | Apr 28 | |
| TOP INVESTMENT Firm seeks EXCELLENT QUANT for a top STRATEGY role in Tokyo. This candidate will work with other excellent smart dynamic people in a fast paced trading environment. Must be open to relocation to Tokyo, with solid technical background... | ||||
| QUANTITATIVE RESEARCH LEAD / CHICAGO | Chicago Top Clearing Company | Chicago, IL, United States | Apr 28 | |
| CHICAGO Top Clearing Company is looking for a QUANTITATIVE RESEARCH - LEAD. This role will be very dynamic with execution and design of research projects, as well as involvement in risk analytics. Ideal candidate will have a PhD in Mathematics,... | ||||
| VP or Associate Software Developer for Risk Analytics Group. | Global Investment Bank | New York, NY, United States | Apr 28 | |
| Global Investment Bank seeks VP or Associate level candidate to support Risk Analytics Group in the development of software applications for analyzing the market risk of the firm's trading business covering all product areas globally.... | ||||
| SENIOR ANALYST/RISK ANALYSIS & RESEARCH | Integrated Management Resources, Inc. | Boston, MA, United States | Apr 28 | |
| Major Investment Manager seeks a Senior Analyst to support a Risk Analysis and Research group. Candidate must have strong quantitative and computer skills, in addition to 5-7 years work experience at an investment bank or related institution in... | ||||
| SENIOR QUANTITATIVE RISK DEVELOPER | Integrated Management Resources, Inc. | London, England, United Kingdom | Apr 21 | |
| Hedge Fund seeks Senior Quantitative Risk Developer strong in communication skills and a proven team player. This candidate must specialize in the Risk and Analytical Strategic and Tactical Solutions. Must be very smart and have MS or PhD in... | ||||
| AVP / VP LEVEL QUANTITATIVE ANALYST FOR VALUATION RISK GROUP | Integrated Management Resources, Inc. | New York, NY, United States | Apr 21 | |
| AVP / VP position with TOP TIER Investment Bank seeks Quantitative Analyst for Valuation Risk Group. Must have 2 years experience in finance / interest rate product, credit model review. This opportunity allows for application of quantitative... | ||||
| SENIOR EQUITY QUANT RESEARCHER/FRONT OFFICE TEAM | Top Tier Investment Bank | London, England, United Kingdom | Apr 21 | |
| Top Tier Investment Bank is seeking a Senior Equity Quant Researcher or Manager to support a front office quant team. Candidate must have experience in strategy development in derivative and quantitative equity research. Sell side experience is key... | ||||
| Model Validation Analyst to support Risk Management group. | Global Investment Bank | London, England, United Kingdom | Apr 14 | |
| Global Investment Bank seeks Model Validation Analyst to support Risk Management group in London. Requirements include a PhD in finance, theoretical physics or similar mathematical, engineering or scientific discipline from a leading school.... | ||||
| QUANTITATIVE ANALYST / FI DERIVATIVES | European Investment Bank | New York, NY, United States | Apr 14 | |
| Premier European Investment Bank is looking for an outstanding Quantitative Analyst to join the Fixed Income Derivatives Front Office Quantitative Analysis team. This team develops and implements trading models, and risk manages trades for interest... | ||||
| MARKET RISK QUANT - TOP FIRM/NEW YORK | Top Investment Firm | New York, NY, United States | Apr 14 | |
| TOP Investment Firm seeks well-qualified candidate with one to three years' experience, for "hands on" assignment with Risk Model Validation group. This role will require a PhD in Statistics, Mathematics or similar discipline, and "hands on"... | ||||
| Senior Equity Quantitative Analyst / London | Top Tier Investment Bank | London, England, United Kingdom | Apr 14 | |
| Top Tier Investment Bank is seeking a Senior Equity Quant possessing 5+ years of experience and a PhD in Finance or related science field. Candidate will join a front office team, supporting quantitative activities with multiple themes, including... | ||||
| GURU JAVA / C++ DEVELOPER / FRONT OFFICE | Top Investment Firm | New York, NY, United States | Apr 14 | |
| TOP INVESTMENT FIRM SEEKS STRONG DEVELOPER WITH A MINIMUM OF 5 YEARS EXPERIENCE PROGRAMMING IN MULTIPLE LANGUAGES. Must be at the GURU level in JAVA and / or C++. Everyday work in a FRONT OFFICE business area developing and architect new platform for... | ||||
| VP Risk Modeler for Market Risk Management group. | Global Investment Bank | London, England, United Kingdom | Apr 14 | |
| Global Investment Bank seeks VP or Associate level Risk Modeler to support Market Risk Management in London. Requirements include MS or PhD in finance or related field, and 1+ years of work experience in the industry or as an academic in the field of... | ||||
| Senior Quantitative Risk Developer | Premier Hedge Fund | London, England, United Kingdom | Apr 07 | |
| Premier Hedge Fund is seeking a Senior Quantitative Risk Developer. On a daily basis, candidate will drive tactical and strategic IT solutions within the Risk and Analytics Department. A minimum of five years financial market experience with... | ||||
| CREDIT DERIVATIVES QUANTITATIVE ANALYST | Integrated Management Resources, Inc. | New York, NY, United States | Apr 07 | |
| Premier Investment Bank seeks an experienced Credit Derivatives Quantitative Analyst. Ideal candidate will possess 4+ years of hands-on experience in the implementation of recent credit derivatives models using C++. Must have technical understanding... | ||||
| CREDIT DERIVATIVES QUANTITATIVE ANALYST | Integrated Management Resources, Inc. | New York, NY, United States | Apr 07 | |
| Premier Investment Bank seeks an experienced Credit Derivatives Quantitative Analyst. Ideal candidate will possess 4+ years of hands-on experience in the implementation of recent credit derivatives models using C++. Must have technical understanding... | ||||
| CREDIT OR INTEREST RATE DERIVATIVE QUANTITATIVE ANALYST | Integrated Management Resources, Inc. | London, England, United Kingdom | Apr 07 | |
| Premier International Bank seeks an outstanding Credit or Interest Rate Derivatives Quantitative Analyst to grow the global model validation team. Candidates with an outstanding education in a scientific field, preferably a PhD, along with credit or... | ||||
| MARKET RISK QUANTITATIVE ANALYST/NEW YORK | Premier U.S. Investment Bank | New York, NY, United States | Apr 07 | |
| Premier U.S. Investment Bank seeks an outstanding Market Risk Quantitative Analyst to join the New York team. Ideal candidate will have a PhD in Mathematics or Physics, strong derivatives knowledge and C++ programming ability. This individual will be... | ||||
| VP RISK PORTFOLIO MODEL VALIDATION QUANT | Integrated Management Resources, Inc. | New York, NY, United States | Apr 07 | |
| Top Tier Investment Bank in NY seeks an VP Risk Portfolio Model Validation Quant. Position may be adjusted to Assistant VP for Junior Level PhDs with limited experience. Requires an excellent software programmer who can create, compile, and build... | ||||
| Team Leader(s) to oversee Model Validation group. | Global Investment Bank | London, England, United Kingdom | Apr 02 | |
| Global Investment Bank seeks Team Leaders to lead a team of analysts in performing model review in support of a Model Validation group. Candidate will act as a central source of technical expertise for the Model Review Function, providing input on... | ||||
| QUANT PROGRAMMER | Large Financial Management Firm | New York, NY, United States | Apr 02 | |
| Large Financial Management Firm seeks a Quant/Programmer possessing 1-4 years of experience, and an advanced degree(s) in Math, Computer Science, Physics, Engineering or related field. This position entails gathering requirements and proposing... | ||||
| QUANT DEVELOPER/FINANCIAL ENGINEER-DERIVATIVES | Trading Company | New York, NY, United States | Apr 02 | |
| Outstanding Trading Company seeks top Quant Developer for derivatives trading desk. Must have 2 to 4 years of experience in derivatives, with energy background a plus. Candidate will need to be hands-on with Matlab, solid C++ skills, and be capable... | ||||
| CREDIT RISK MODEL DEVELOPER | Integrated Management Resources, Inc. | New York, NY, United States | Apr 02 | |
| Top Tier bank seeking an excellent Risk Model Developer for their New York office. Must have excellent verbal and written communication skills. Outstanding presentation and training skills. Meticulous almost to a fault. A Masters or PhD specializing... | ||||
| QUANTITATIVE RESEARCH ANALYST/PHD/MATLAB | Integrated Management Resources, Inc. | San Francisco, CA, United States | Apr 02 | |
| Major Investment Firm based in San Francisco seeks a Quantitative Research Analyst to support fixed income group. Seeking a candidate possessing a PhD (Finance/Economics or equivalent research) and demonstrated experience in quantitative yield curve... | ||||
| VP-RISK & QUANT ANALYSIS | Integrated Management Resources, Inc. | Princeton, NJ, United States | Apr 02 | |
| Large Financial Management Firm seeks a VP-level Analyst to support risk and quantitative analysis possessing 7 years experience in equity investment management as a quantitative analyst within a centralized research team, or in risk analysis. This... | ||||
| Quantitative Analyst/Credit Derivatives Trading / New York | Top Tier Investment Bank | New York, NY, United States | Apr 02 | |
| Top Tier Investment Bank has an immediate need for an experienced Quantitative Analyst for the New York credit derivatives trading desk. Candidates must be technically proficient, and have a PhD in a highly quantitative discipline. Candidates must... | ||||
| VP level Risk Modeler for Market Risk Strategies group | Global Investment Bank | New York, NY, United States | Apr 02 | |
| Global Investment Bank seeks VP or Associate level Risk Modeler to support Market Risk Strategies group. Position entails identification of all market risk factors and the development of risk models for the measurement and analysis of market risks.... | ||||
| STRATEGIST/QUANT RISK ANALYTICS DEVELOPER/ARCHITECT | Integrated Management Resources, Inc. | New York, NY, United States | Apr 02 | |
| Top Tier Investment Bank seeks Strategist/Quantitative Risk Analytics Developer and Architect. Ideal candidate will possess a PhD degree in a quantitative field and have a solid understanding of numerical analysis methods. Must be proficient in C/C... | ||||
| Macro Economist / G10 Strategy Team | Premier Global Investment Bank | London, England, United Kingdom | Mar 30 | |
| Premier Global Investment Bank seeks an outstanding junior to mid-level Macro Economist for the London based G10 Strategy Team. This position reports to the Head of FX Strategy in London, and requires a Masters or PhD degree with a strong macro... | ||||
| QUANTITATIVE COUNTERPARTY RISK ANALYST / LONDON | Large Investment Bank | London, England, United Kingdom | Mar 26 | |
| Large Investment Bank is currently seeking a Quantitative Counterparty Risk Analyst. On a daily basis, candidate will improve, develop and validate counterparty risk models of derivative transactions in all asset classes. This individual must be able... | ||||
| ENERGY QUANTITATIVE ANALYST/DALLAS, TX | Prominent Texas based Energy Firm | Dallas, TX, United States | Mar 25 | |
| Prominent Texas based Energy Firm is seeking Energy Quantitative Analysts with specific experience (2-5 years) in any of the following areas: gas modeling, weather - wind, or asset optimization (storage units, power plants, etc.). On a daily basis,... | ||||
| PREPAYMENT MBS MODELER / TRADING DESK | Prestigious International Investment Bank | New York, NY, United States | Feb 22 | |
| Prestigious International Investment Bank is looking for an experienced Prepayment MBS Modeler to support the trading desk in New York. Candidates are required to possess a PhD in Mathematics or Physics, strong programming and implementation... | ||||
