Top Investment Bank is seeking a top-notch Credit Derivative Quantitative Analyst with superior mathematic, derivative pricing and C++ skills.  In this front-office role, candidate will support trade desk efforts originating new models and implementing them in C++.  This is not a Developer role. A PhD in a mathematic or science required, in addition to 2-5 years experience in the credit space.  Please speak with Marco for more information regarding this position.

To apply:

Please refer to JO# MJM4352;  Marco Mularoni or Barry Franklin;

Integrated Management Resources, Inc.;  

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.