Top Tier U.S. Bank is seeking 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 are developed and implemented correctly. Candidate will also be responsible for designing software for risk research and data analysis. Ideal candidate will have a PhD with 1-5 years of experience. Requirements include a strong understanding of financial products (especially derivatives), and very good programming skills in c++. Opening is immediate and compensation is highly competitive. Opportunity to join a premier risk management group at a leading global financial institution. Our client WILL NOT consider candidates requiring visa transfers/sponsorships. Please contact Brian for more information regarding this position.

To apply: Please refer to JO# BCI4734; Brian Iverson; Integrated Management Resources, Inc.; Telephone: 480-460-4422; Email: brian@integratedmgmt.com PLEASE ATTACH PAPERWORK 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.