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See SELBY-JENNINGS-LONDON 25 Job offers
Quantitative Analyst-Equity and Commodity, London-£80,000-£100,000
Large Top Tier U.S. investment bank is seeking an experienced individual with Front Office experience to join the highly technical Quant group in London.
Personal Responsibilities:
-Develop models and implement them in software for pricing and risk managing commodity index and basket derivatives.
-Partner with the trading desk on all related risk management and pricing issues.
-Develop pricing and calibration tools.
-Benchmark and compare results of various techniques including historical simulations
-Explain model behavior and predictions to traders, identify major sources of risk in portfolios, provide guidance, and maintain smooth running of production analytics
-Liaise with sales and other groups on models and tools
Technical Skills/Requirements:
-Quantitative background with PhD/MSc or equivalent in mathematics, physics, engineering or comparable education. Some professional experience an advantage.
-Good knowledge of financial instruments used in capital markets, in particular equity and commodity derivatives.
-Understanding of price modelling techniques for p&l and risk, including analysis of mathematics and underlying assumptions.
-Excellent IT skills including standard applications, operating systems, databases and source-code management etc. Good knowledge of structured programming languages with experience in C++ an advantage.
-Analytical thinking: approach problem solving systematically, anticipation of obstacles, make logical conclusions and see implications/consequences of solutions.
-Conceptual thinking: understanding key issues and implementation of coherent, practical solutions.
-Impact and influence: use direct persuasion, relevant use of facts and figures; show concern with professional reputation.
-Proactive and solution driven problem solving skills.
-Good communication and presentation skills.
-Manage tasks independently and present results to others inside and outside the group.
-Undertake self-development and self-education.
-Strong teamwork and cooperation both inside and outside the group.
-Excellent interpersonal skills i.e. anticipate attitudes, interests, needs of others.
-Customer service orientation. Discover and meet underlying needs of both internal and external clients.
To apply, or for further information, please submit your CV in word document format by mail.
00 44 207 019 4137
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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