The ideal candidate will have at least four years of experience in researching, developing and implementing derivative valuation models. This person must have strong C/C++/Unix software knowledge and be experienced with the numerical methods used in option valuation. Requirements include a PhD in Mathematics, Physics Engineering, Finance or Computer Science. Strong quantitative and mathematical experience is required.

This position comes with an outstanding compensation and benefit package. Relocation assistance is available. Because it is the end of the year bonus can be bought out. For immediate consideration please submit your resume in Word format to: ian@comprehensiverecruiting.com