Currently seeking candidates with three to five years’ experience in derivatives trade support. Applicants must have familiarity with one or more derivatives’ pricing systems, including but not limited to Calypso, Murex, Summit, Infinity, Devon, or Renaissance. Candidates should have working knowledge of risk components of a trade, P&L, model valuation, yield curve, volatility, swap spreads, trade capture, trade settlement and documentation. Applicants should have knowledge of various derivative products including structured products, exotic products, swaps, caps, floors and options. Superior communication skills are a necessity. Implementation of a new multicurrency pricing or settlement system is desirable, as is knowledge of UNIX, SQL Scripts, Visual Basic or C++. International and domestic locations.