Commercial Bank has opening for experienced Quantitative Strategist to join their NYC based Model/ Risk group.  Any candidate must have at least 4 years of experience working with financial models or risk systems.  On a daily basis the successful candidate will be responsible for developing and implementing models, analyzing the pricing and risk parameters of current and new financial products. 

Requirements:

An advanced degree in a hard science (Physics, Math, Engineering, Computer Science).

Experience programming with C, C++, or JAVA. 

Excellent communication skills.

For consideration, please submit your resume in MS Word format to marylou@comprehensiverecruiting.com.