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 responsible for analyzing data from the trading desk, developing new algorithms for times-series analysis, researching new methods for capturing risk exposure, and assisting in the design in risk reporting.  Please speak with Brian Iverson for more details about this position.

Please refer to JO# BCI4016;  Brian Iverson or Barry Franklin;

To apply:

Please contact Barry Franklin;  Integrated Management Resources;  Telephone: 480-460-4422;

 Email:  barry@integratedmgmt.com;  Please attached 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.