Candidate will be instrumental in researching, building and implementing fixed income derivatives pricing engines including, but not limited to Interest Rate Derivatives, CDO, CDS, Credit Hybrids and Credit Derivatives. The critical engines/pricing information is used by the traders and thus the quant group works very closely with the traders and resides on the business side. Candidate must have strong math, C++ and Database skills. With proven financial experience.  Financial experience is also required. MS or PhD is required. 2+ years of experience preferred. Please e-mail resume in confidence to: james@ijcpartners.com