TOP Investment Firm seeks well-qualified candidate with one to three years' experience, for "hands on" assignment with Risk Model Validation group.  This role will require a PhD in Statistics, Mathematics or similar discipline, and "hands on" expertise in implementation.  Must possess strong skills in Java, OR C/C++.  This is a very dynamic group, and offers an awesome opportunity to work at a TOP FIRM.  Expertise in Credit Risk, Market VaR or front office quantitative a plus.  On an everyday basis, this individual will be designing and implementing market risk measurement models, with a focus on Empirical Model work.

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.