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Voir les 22 annonces d'emploi de SELBY-JENNINGS-NEW-YORK
Front Office Quant Analyst – Exotic IR Derivatives – New York
Our client a Top Tier U.S. Investment Bank are looking to hire an outstanding Front Office Quant Analyst with an extensive quant background to join their rapidly expanding group.
-Participated in development of the HJM 4 factor cross-currency CCDS model used for hybrids and credit contingent trades.
-Work with various Exotic Interest Rate products: Callable Snow Range, Callable Laddered Inverse Floater, Callable Spread Range with Snowball, Callable Spread Options, Thunderballs, Vol Bonds, Shout Options, and Spread TARNS.
-PhD in a mathematical discipline from any top university worldwide.
This is a multidisciplinary group of quantitative experts focusing on exotic derivatives modelling across all product areas with a significant presence Worldwide.
Please apply directly by email 0044 (2)07 019 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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