My client, a Tier one European Investment Bank is looking to hire a candidate for its market leading Financial Risk Management Team. In particular they seek a candidate to add immediate value within either Interest Rates or Commodities. As such, a strong background in either asset class is beneficial. The ideal candidate must be a strong communicator and can expect to liaise closely with Traders, Quant’s, Developers and Market Risk managers on a daily basis. Knowledge of derivatives pricing, products, models and markets is a must coupled with an excellent technical skill set and sound understanding of stochastic calculus and numerical methods. The ideal candidate will also preferably be educated to PhD level or equivalent from a leading institution. All applications will be considered and processed in confidence.