We are global accounting firm, looking to put together our "Center of Excellence" in our Enterprise Risk Management department. Requirments are: knoweledge of basic bond mathematics, random walks, Monte Carlo. How to price a bond, a sway a CDS, and plain equity options. Knowledge of general derivative pricing and risk neutral measure. Familiarity of VAR. Experience in modeling. The position is a perm, consulting position. Locations are in all major cities; NY, LA, SF, Boston, Atlanta, Chicago, etc.