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See SELBY-JENNINGS-LONDON 25 Job offers
Associate/VP Quantitative analyst, IR/FX, London-Salary £70,000-£90,000 base
Top tier US investment bank seeks exceptionally technical Quantitative modeler for Front office role in London.
The banks excellent analytical platform demands a very high level of mathematical modeling skill and top C++ programming credentials.
The incumbent would be working closely with the fast paced trading team in a highly dynamic group of quants, traders and structurers.
Answering directly to the head of IR/FX quantitative analysis, the successful candidate will be part of a growing team of some of the top academics and strongest modelers in the industry.
Responsibilities:
-Modelling, price and risk management for Interest Rates, FX, and Hybrids,
-Numerical methods for analysis of Interest Rate and FX models, in particular multi-factor and stochastic volatility models. Advanced finite difference and spectral PDE solving methods, and Monte-Carlo simulation methods,
-Domain-specific pay-off languages, combinator logic and computer algebra methods for specifying, validating, optimised pricing, booking and trading of structured financial contracts,
-Development of run-time Systems for real-time, concurrent, low-latency network applications, in particular high-frequency trading platforms. In-depth knowledge of network protocols and distributed software architectures.
Qualifications:
-Top
class academic background to PhD level in a highly quantitative
subject, e.g. Mathematics, Physics, Financial Engineering, Finance,
-Exceptional mathematical modeling, knowledge of stochastic Calculus, Local volatility, Stochastic volatility, Hybrid equity & interest rate models, Copulas, Correlation skew models, Proprietary skew propagation, Geometric conditioning methods,
-Solid programming ability in C++ (over 10,000 lines) JAVA, MATLAB, C#,
-The ability to work alone and has part of a highly dynamic team,
-Experience in a Quantitative Analysis role in good team. (Intern experience also acceptable).
Please apply by mail with CV in Word format
www.selbyjennings.com
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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