The Fund invests in a variety of Fixed Income assets including G-8 and Emerging Markets Government and Corporate Bonds as well as structured products and other Financial Derivatives [Futures, Options, Swaps]. Responsibilities will focus on building and implementing trading tools and models for Fixed Income and Credit based Relative Value Strategies. The candidate must have 2+ yrs of relative value Risk Modeling experience at an investment firm or bank, deep knowledge of Financial Derivatives (credit/structured credit), expertise in stochastic processes, probability theory, Monte Carlo, and finite difference schemes, excellent programming skills preferably in C# or C++ and an advanced degree (PhD preferred) in a quantitative science.

Refer to Job#16671-EFC and email MS Word attached resume to Jim Geiger, jeg@analyticrecruiting.com or register online at www.analyticrecruiting.com choosing Jim Geiger as your contact recruiter.