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 Mathematics or Engineering, or related field. This candidate will have experience in the financial markets (5 years), SAS (4 years), programming in C++, or Java or VB and database programming - SQL (4 years), be very strong in Risk Management, have experience in Bloomberg, Reuters and other Market Data feed systems, as well as SOFTWARE LIFECYCLE process experience. Everyday responsibilities include implementing, creating solutions for all trading desks, middle office and finance. Work in Fixed Income, Credit, Equity and other commodity products and complex financial structures.

To apply: Please email barry@integratedmgmt.com with resume paperwork attached in Word format.

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.