Top tier investment bank seeks Quantitative Risk Analyst Developer. Requirements include a Ph. D in a quantitative field from a top university and solid understanding of numerical analysis methods. Candidate should be adept in C/C++ and have implemented valuation methods for derivatives products. The candidate should have experience with derivative trade life-cycle processing and have a solid understanding of a wide selection of financial products in the equity, credit, IR, FX and commodity space. The position will focus on developing practical, robust and flexible codes for a sales/risk-management application to evaluate portfolio risks of multi-desk, cross-asset businesses. NYC location. Excellent compensation. For consideration forward your resume in MS WORD format to Ian@comprehensiverecruiting.com and reference MLG488.