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See SELBY-JENNINGS 52 Job offers
Front Office Interest Rates/FX Quant Analyst–Tokyo, Japan-Circa-$100,000 (USD) + SIGNIFICANT BONUS
An exceptional opportunity has emerged for junior candidates at this leading US Investment Bank at their largest growing offices in Tokyo looking for experience in a hugely talented front office Interest Rates/FX quant team, where they will gain exposure to FX and IR Exotic Derivative products.
Candidates will be trained to use complex models to hedge FX products, and provided the opportunity to build their own models, which will build transferable skills sought after by many managers.
The successful candidate will be working closely with the thriving trading desk, sitting next to them at the fore-front of the business, where they will also gain rare exposure to other business units.
Responsibilities:
-Developing analytics library, ensuring smooth operations and accurate analysis.
-Will be working with models to ensure correct pricing of Exotic products, i.e. FX, EQ, IR and Credit.
-Opportunity to develop own models, expected to be used by traders on a global basis.
-Working closely with this banks' thriving FX trading floor; supporting and ensuring that operations run effectively.
-Conducting risk analysis, discussing scenarios with traders and ensuring resolutions.
-Delivering stochastic models and dynamic hedging to exotic and derivative traders.
Requirements:
-Some previous experience as a Quant Analyst, having done an internship is a bonus.
-Some previous experience working with FX products and/or exposure to a FX trading desk is a bonus, but experience with any asset class will do.
-Strong programming skills in C, C++, etc.
-PhD in Mathematics/Physics/Financial Engineering from a top university.
-Possess a strong interest in modelling and exotic products i.e. Credit, FX, IR and EQ.
-Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis.
This bank has an exceptional team with outstanding opportunities, which offers a generous salary.
The Person:
-Team player and motivational and inspirational.
-Have strong initiative to act on his/her feet, as fast decisions will have to be made.
-Enthusiastic and driven to succeed as this Investment bank are looking for individuals to drive the business forward into the future.
To apply for this Front Office Quant Analyst role please press the apply button or call 00 44 207 019 4137.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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