Quant experience - must demonstrate knowledge of derivative products, especially Fixed Income and Credit Derivatives. Must be able to price these structures, as well as understand and implement models of pricing and Risk. Must understand measures of Risk, sensitivities, VaR, Monte-Carlo process, Options pricing and option sensitivities. Java experience - Very good java experience is very desirable. We will also look at the C++ experts with some java experience. Database knowledge - Sybase preferable, but Oracle acceptable. Must understand Relational database concepts, performance tuning. Have to be able to solve more complex SQL Problems.