Must also have experience in the following: 5 years of professional experience pricing derivatives, including Caplets, Floorlets, Swaptions, Range Accrual Options, Cancellable Swaps, Bermudan Swaptions, Double Range Accrual Options, CMS Options, Mid-Curve Options, Bond Options, Bond Futures Options, Listed Futures Options, Repacks, Variance Swaps, TRS, Cliquets, CDS, and T-Locks, including those written on defaultable underlyings and payable in other currencies (including quantos). MINIMUM REQUIREMENTS: Master’s degree or U.S. equivalent in Mathematics, Financial Engineering, Quantitative Finance or related field, plus 5 years of professional experience as a Quantitative Analyst or any occupation, job title, position performing quantitative analysis & model validation related to pricing & risk management of derivatives at a global financial institution.