This group has responsibility for pricing and risk mgmt of complex cross-market (exotic) products involving FX combined with one or more of (Commodities, Credit, Interest Rate, inflation-linked and/or equity securities) using various numerical methods, such as Monte Carlo and PDEs. Requires expertise in term structure modeling, strong quant skills (Stochastic Calculus), programming skills (C/C++) and exp. integrating models into existing analytical libraries and trading systems. Quantitatve degree required & 1-2 years of exp. supporting either an F I Derivatives or Credit Derivatives trading desk.

Please refer to job# 17216-EFC and send word attached resume to Jim Geiger jeg@analyticrecruiting.com or register on our website at www.analyticrecruiting.com choosing Jim Geiger as your contact.