NEW YORK HEDGE FUND SEEKS EXCEPTIONAL PHD QUANT DEVELOPER!  Candidate must possess 1-3 years of experience as a Quantitative Developer in capital markets. Ideal candidate will have strong knowledge of correlations related trading, volatility related trading and options on dispersion.  Strong knowledge of EQUITY derivatives a plus.  Must be very quantitative, a PhD degree in Mathematics, Physics, Statistics or similar discipline from a TOP school, HIGH marks required.  Strong communication skills a must.  Candidate will be in a very dynamic growing entrepreneurial team!  Demonstrated solid technical skills in C++ programming mandatory. 

PLEASE INCLUDE GPA ON RESUME AND ENTRANCE EXAM SCORES along with inquiry. 

 FOR FURTHER DETAILS CONTACT Barry.

To apply:

Please refer to JO# CLV4370;  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.