Large Investment Bank is currently seeking a Quantitative Counterparty Risk Analyst.  On a daily basis, candidate will improve, develop and validate counterparty risk models of derivative transactions in all asset classes. This individual must be able to manage multiple projects, and communicate with the front office team regarding quantitative aspects of models. A PhD in a Science, Mathematics or Quant Finance, along with strong IT skills (VBA/C++) a must.

To apply:

Please refer to JO# PEN4268;  Barry Franklin; 

Integrated Management Resources;  Telephone: 480-460-4422;

Email: barry@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.