The ideal candidate will have at minimum 3-5 years of quantitative experience within an Investment Bank or Hedge Fund; extensive product experience along with a strong knowledge of derivative pricing models; experience with stochastic calculus, mathematical modeling and numerical analysis. Familiarity with C++ or any other programming skills is beneficial. This position requires a PhD, DEA, or equivalent.
For more information or immediate consideration please reference job #329 and submit your resume in Word format to: ian@comprehensiverecruiting.com
Jason Kerkman
Comprehensive Recruiting
JCK329