Responsibilities include data analysis, implementation of models and integration of financial libraries.  The successful candidate must hold an advanced degree (MS/PhD) in a quantitative discipline and have 5-10 years of experience in a Wall Street environment with significant hands-on experience with market/credit risk models, Greeks, VAR, and pricing engines.  Product knowledge across diverse asset classes (Equity/Fixed Income Derivatives, FX, Commodities) is essential.  Proficiency with Java programming, RDBMS required.  This position offers a competitive compensation package with long term career opportunities.

Refer to Job#17245-EFC and email MS Word attached resume to Gary Teaman, gteaman@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Gary as your recruiter contact.