Top tier investment bank seeks Derivatives Analysis Associate for Market Risk Management group.  The Derivatives Analysis Associate will be a part of a quantitative group that focuses on derivatives valuation and risk across all product areas.  The group is responsible for model control, model validation and model risk analysis along with models of empirical risks.  Candidates should have a Ph.D. in a quantitative field such as Math, Physics, Statistics or Engineering with demonstrated skills in mathematics, modeling and numerical algorithms.  Strong statistics and time series analysis background is a plus.  Strong programming skills required including experience with c++ and/or Java. One to three years of industry experience preferred.  Excellent compensation.  NYC location.  For consideration please forward your resume in MS WORD format to Ian@comprehensiverecruiting.com and reference MLG744