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See SELBY-JENNINGS-LONDON 25 Job offers
SVP, Interest Rate Exotics Quantitative Analytics, Front Office, London-Base £95,000 to £125,000 GBP
This top investment bank is currently looking to take advantage of its successfully leveraged resources within Fixed Income Trading, and hire an experienced Interest Rate Exotics Quant for a front office role in London.
This desk based position will see the successful candidate using their outstanding mathematic skills, outstanding programming skills and outstanding knowledge of finance in order to create and deliver evolutionary stochastic pricing models and implement these into the common analytics library.
This highly mathematical role will report directly to the Global Head of Fixed Income Quants and will work with senior traders on a daily basis.
The role on offer is at Senior Vice President Title and will be filled by an individual with previous experience of or motivations to lead a small focused team in the exotic rates modeling space.
The successful individual is likely to have a similar background as:
-Wide experience in the quantitative modeling space including expert knowledge of stochastic volatility, local stochastic volatility, BGM, LMM, SABR models, CMS, Markov Functional Models.
-Experience from a top investment bank working in a front office environment and producing outstanding results on either a team or individual basis.
-A top academic background to PhD level in a highly quantitative course for example applied or theoretical mathematics, physics or engineering.
-Expert knowledge of stochastic calculus, PDE modeling, Numerical Methods, Derivative Pricing, C++ and VBA.
-Motivations to lead an expanding team and the definitive ability to drive business ideas forward.
Please apply directly 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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