A leading derivative risk management solution for corporations and financial institutions is looking for a FAS 133 subject matter expert to represent its growing business in the US. This position will be part of a global business development effort to help accelerate market adoption of the company's hedging and accounting products. Responsibilities include: presentations and product demonstrations to market users: accounting & advisory firms. Candidate should have Big 4 Accounting and/or Financial software experience. Extensive knowledge of derivatives and a solid understanding of FAS 133 are an absolute requirement.

My client a top tier European investment bank are looking to expand their Interest rates and currencies structuring team in London and has a critical hire for a German speaking Vice President/ Director level candidate. This bank is considered one of the strongest names in the market for structuring and boasts a number of well respected MDs in their FICC business. Also on offer is a very high base salary and guarantee. The main responsibilities of this role will include:

· Structuring new solutions for interest rates/FX derivatives for institutional and corporate clients in Europe

· Pricing, modeling and marketing the derivative products and developing solutions for clients in Europe

· Frequently meeting clients in order to structure the most client-driven and saleable derivative products

· Helping create interest rates and cross commodity swaps and increase the interest rates and currencies suite for clients

This is a critical business hire and my client can only consider the following candidates:

· Essential to be an interest rates structurer with experience of exotics/ vanillas.

· My client would also consider very good technical interest rates structurers or traders keen to work in a structuring role

· Fluency in German is essential for this position – there is no flexibility over this point

· It is essential to be experienced in interest rates. My client wants candidates who are technical, highly entrepreneurial and have a good understanding of asset and liability transactions

· It is highly desirable to have experience with institutional and corporate clients across Europe

For more information please contact the Structuring team on structuring@selbyjennings.com or call us on 0207 019 4139. Please send your CV in word document and not PDF file.www.selbyjennings.com

I am working with a niche investment boutique that are actively looking for an Associate project finance modeller to join their UK team working on mainly Public Private Partnerships PPP and private finance initiative (PFI). This is a great opportunity for any talented project finance candidates from investment banks or accountancy firms to join an excellent and entrepreneurial business. The role will involve the following:

· Building project finance models from scratch and running sensitivities/ writing term sheets and documentation

· Meeting clients and helping the senior originators win bids and pitches

· Sector focus is mainly financing and lending to hospitals/ telecoms/ power/ transport/ schools/ accommodation- both in the private and public sector for UK/ Europe and Middle Eastern deals

· This project finance team work across mining, transportation, telecommunication and public utility industries in Europe, project financing principles have been applied to public infrastructure under public-private partnerships (PPP) Private Finance Initiative (PFI) transactions.



This is an excellent opportunity to join an exciting and progressing project finance business led by a well respected MD in the market. My client will only consider the following types of candidates:

· Essential to have at least a year of experience in project finance lending or advisory at a decent investment bank or accountancy firm

· Essential to have good numerical skills/ modeling skills and experience of building models from scratch

· Good communication skills are important as you will be speaking with clients and helping the origination efforts

· Highly desirable to have worked with transactions across PPP and PFI’s ideally schools/ hospitals/ transport/ accommodation/ leisure/ power or telecoms

· Perfect candidate will have skills in the following: ability to develop advanced financial models in coordination with clients needs/ preparing complementary analysis and presentations and experience working within a dedicated modelling for both advisory and lending mandates

This is a unique role and would suit any analyst or associate level candidates keen to move to a first rate project finance team.

To apply please send a word version of your resume to structuring@selbyjennings.com or call 0207 019 4139 to discuss. www.selbyjennings.com

I am working with a world renowned investment bank that is looking for an intuitive and eager candidate to step in to a V.P level role.

The team focuses on Structured Finance and they are looking for someone with a history working with ABS products.

Responsibilities:

· Develop methodology for loan level prepayment and default modelling of UK RMBS. Inc. Sourcing of data, spreadsheet modelling

· Liaise with Research, ABS Flow, Mortgage providers etc on deal specific and market developments.

· Work with IT to implement models into a trading system, capable of automated prepayment predictions based on changes to macro market data inputs

· Assist in developing new hedging strategies for managing the portfolio

· Develop methodology for monitoring the performance of ABS deals where the desk has swap exposure



Skills Required – Your skill set must be a close a match as possible to the below list in order to be considered for this role

· Must be an ABS structurer/ trader or quant



· Fundamental understanding of ABS structures, inc. waterfall, risk drivers

· Must have worked with derivatives

· Able to run VB macros and liaise with IT

· This role would suit an ABS structuring/ trading/ quant

To apply please send a word version of your resume to structuring@selbyjennings.com or call 0207 019 4139 to discuss. www.selbyjennings.com

I am working with one of the top U.S investment banks on the market. They are actively looking for an Associate/ VP level structuring candidate to join their front office structuring unit who focuses on tax efficient structuring/ pricing and origination.

Responsibilities

· This role involves developing tax arbitrage technology/ developing new cross-border version of tax-hedged carry trades

· Role also requires knowledge of tax, accounting and regulatory enhancements for traditional equity derivative products for financial and corporate clients

· You will be helping with product specialist (structuring and marketing) for structured transactions within Equity Finance

· Creating provides bespoke solutions to EMEA based clients focusing on capital raising and management

· Monetization and hedging of equity stakes, equity financing, structured interest rate hedging

· Working CDS/bond arbitrage strategies

· Working with M&A-driven and contingent FX hedging, accounting and fiscal optimized transactions.

Skills Required

· My client is looking for a technical structurer who can interface with clients whilst also develop tax efficient structures and provide clients with risk management, tax, accounting or regulatory benefits

· If you have an experience of tax arbitrage technology or have worked with tax related products then that is advantages

· You will be creating bespoke solutions to EMEA clients so you will need to be familiar with a client facing position

· This is a front office role and would suit candidates who are working on a tax structuring/ financial structuring or legal structuring background.

To apply please send a word version of your resume to structuring@selbyjennings.com or call 0207 019 4139 to discuss. www.selbyjennings.com

This exceptional European Investment bank is looking for talented juniors to join their hugely successful Equity Exotics Derivatives team in the front office. This candidate will work directly with the trading desk (the largest Equity trading desk in the world), experiencing outstanding training which will see them fast reaching Managerial Levels in no time, as they tailor these training schemes to fit the candidates strengths and weaknesses. The candidate will also be given the opportunity to eventually build and expand their own team of Equity Exotic Quants.



Responsibilities of Equity Exotic Derivatives Quant Analyst role:

-Will be working with models to ensure correct pricing of Equity Exotic products.

-Working closely with the 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 for Equity Exotic Derivatives Quant Analyst role:

-Some previous experience working in an investment banking environment is a bonus and will put those at an advantage.

-Good knowledge of Derivative products.

-PhD Mathematics/Physics/Financial Engineering or other related topic from a top school.

-Strong coding skills.

-Good programming skills, e.g. C++, VBA.



This bank has an exceptional team with outstanding opportunities, which offers a generous salary.



To apply for this Front Office Quant Analyst role please press the apply button or call 0207 019 4137.

This top European Investment Bank is looking to take on a talented Analyst who can hit the ground running and is also looking for a challenge. This Model Validation group is not like your average Model Validation group as it encompasses a wide spectrum of the business units allowing these team members to gain exposure to other business functions. This model validation team are widely known for their leading financial projects and have been widely praised for their cutting-edge approach. The successful senior Model Validator will be mainly working with FX and Commodity derivative products, and will also be gaining exposure to other trading desks.



Responsibilities of FX/Commodity Model Validator:

-Candidate will be analysing and benchmarking current models, and be given the opportunity to build their own models, which will be largely used by the trading desk.

-Stress testing current models and identifying any potential risks that might affect the trading products.

-Managing all risk scenarios by planning solutions in advance.

-Supporting and assisting all senior traders, working closely with them on a day-to-day basis.

-Candidate will be working predominantly with Commodity/FX products, and will be gaining valuable insight into the rest.



Requirements of FX/Commodity Model Validator:

-PhD Mathematics/Physics or other related subject.

-Extensive previous experience with financial products (EQ and Hybrid Exotics in particular).

-General Programming skills needed e.g. C++, VBA, Matlab etc.

-Strong analytical skills.

-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.

-Good knowledge of Valuation assessments – IPV.



Due to the nature of this role, this company will be offering exceptional base salaries and benefits.



To apply for this Front Office Quant Analyst role please press the apply button or call 0207 019 4137.

Our client, a Top Tier U.S. Investment Bank are looking for an outstanding Front Office IR Quant Analyst to join the group and help deepen the Investment Bank’s product coverage and guide the group.

The Quant Analyst/Trader will have a strong background in IR derivatives as you will work with senior members of the team with who have their product coverage specified to Interest Rates. This is a huge opportunity to develop a good business and trading knowledge across the IR sector. You will gain exposure to multi-products and complexities and have the opportunity to work with cutting edge and highly successful quant specialists.



Implementing IR stochastic volatility models in C++
Implementing different tools for managing exotic IR portfolios
Implementation of pricing and risk management framework for IR investor products


Support for IR Exotic Trading Desk


PhD/MSc in a Mathematical Subject


Strong Programming Skills in C++ and advantageous to have additionally any of the following: C, JAVA, MATLAB


This role will involve daily interaction with the business and you will be highly critical to the success of the group.

Please apply directly to quantexotic@selbyjennings.com, +44 (0) 207 019 4137, www.selbyjennings.com

The candidate will be offered an exceptional training program which will accommodate their strengths and weaknesses, ensuring their career progression through the company. The team are renowned for their cutting-edge approach to finance which is why they are market leaders.



· The exceptionally talented candidate will have a good knowledge of IR Derivatives.

· Research, implement and maintain pricing models for IR products.

· The successful candidate will work through the full development cycle from the product initial specification to final delivery with clients.

· Good software engineering skills in a multi-platform, multi-programmer environment.

· Some previous experience and knowledge of hands-on C/C++ Quantitative and have development experience on UNIX.

· PhD in Mathematics/Physics/Financial Engineering from a top university

To apply or for more information please contact quantexotic@selbyjennings.com

www.selbyjennings.com, +44 (0) 207 019 4137

Major hedge fund name seeks experienced MBS sales people with books of business for office in Miami area. Exp. calling on corporations, banks, dealers, asset managers.

Must have several years of MBS experience, with portable book of business. Seeking also other candidates with related exp., for example ABS, Non-Agencies, etc.

Business Analyst - Credit Derivatives - Change Management. International Investment Bank seeks 2 Business Analysts with solid Credit Derivatives and Change Management experience for a large Programme. The role is an immediate requirement and we will look to interview candidates immediately

Business Analyst
Credit Derivatives
Change Management

This is an urgent hire. Please send through an up to date WORD version of your CV for an immediate response. Investment Banking, Credit Derivatives and Change Management experience are a minimum requirement.

Industry

IT

Location

London

Start Date

ASAP

Duration

6 Months +

Salary/Rate

£400 - £500

Agency

Selby Jennings

Contact

Contracts Team

Telephone

0207 019 4146

E-Mail

contracts@selbyjennings.com

Reference

JPCDBA1

Country

UK

Our client a Global Investment Bank is seeking an exceptional technical innovator to join their rapidly growing Equity Derivatives desk in their London office.



The exceptionally talented quant will work closely with senior members and heads of the team who are renowned for their cutting-edge approach to finance. The quant will be offered an exceptional training program and have market leading career progression for the right candidate.



The successful candidate will be expected to:



Modelling and implementation of pricers
Local volatility, Jump diffusions, Variance Swaps
Modelling, including hybrid products (stochastic rates for equity) options on variance/vol swaps, stochastic local volatility / jump diffusion,
PhD in a mathematical discipline from a top school/university.


Please apply directly to quantexotic@selbyjennings.com, +44 (0) 207 019 4137, www.selbyjennings.com

Our client a Global Investment Bank is looking to add a Senior Desk Quant to join their highly talented and rapidly growing team.



The Senior Desk Quant will be offered an exceptional training program and have market leading career progression for the right candidate.



The successful candidate will:



· Have knowledge of working on the stochastic volatility LIBOR Market Model (LMM)

· Develop model-based analytical formulas for CMS products

· Develop lower bound and upper bound approaches for LMM to handle the pricing of callable LIBOR exotics

· Support for IR Exotic Trading Desk

· C/C++ coding with emphasis on numerical methods

· PhD or equivalent degree from top tier schools/programs in Math, Math Finance, Physics, or Engineering

This is a multidisciplinary group of quantitative experts focusing on exotic derivatives modelling across all product areas with a significant presence in London, Tokyo and Hong Kong.

Please apply directly to quantexotic@selbyjennings.com, +44 (0) 207 019 4137, www.selbyjennings.com

Our client a leading investment bank based in London city is seeking a senior exotic equity derivatives product controller to head up their product control platform. The client is looking to build up the trading and product control platform. The role will work every closely with front office advising on trading positions, valuations and pricing.



As the successful Senior Exotic equity derivatives product controller reporting to the global head of product control you are likely to adhere to the following criteria:

Be ACA or ACCA qualified

Have strong experience of exotics and vanilla

Technically be very strong

Control focused

Experience of man management of at least 1 other more junior product controller





This is a fantastic opportunity for an experienced, senior product controller to join a growing investment bank and have the opportunity to head up and progress into different teams. The successful candidate will have experience of liaising with traders and front office staff. They will be very control focused and ideally have SOX experience. The successful candidate will be in the strong position to make business decisions, have more exposure to all areas of the front office teams and have the ability to implement change to the department and at a senior level.



There will be travel to Frankfurt about 4 or 5 times a month and the opportunity to travel more if you so desire.



This role is an excellent opportunity for a qualified ACA, ACCA to join a leading investment bank in a role with considerable front office exposure and opportunity to grow within the organisation into roles of greater responsibility and scope.



Please apply directly to: accountancy@selbyjennings-solutions.com or call to discuss on: 0207 019 4137 (www.selbyjennings-solutions.com)

Responsible for client relationship management and sales in one region within US, including banks and other institutions, both financial and non-. Major emphasis on sales call initiation. Products offerings can include for example, C'D's, commercial paper, time deposits, etc.

Major investmet firm seeks VP sales of structured products, e.g., ABS, Non-Agencies, CDS, MBS, RMBS, CDO, CDO squared, etc. Should have 3-7 yrs. experience in structured products, credits and/or fixed income. Highly supportive organization.

Major Investment Bank in NYC is looking for a PhD Level Quant with experience using Insurance Company/Actuarial Modeling systems. The successful candidate will run scenario inputs regarding economic and mortality assumptions on pools of universal life insurance policies using Actuarial Models to project future asset/liability cashflows. Candidates must have 3+ years of hands on experience working on insurance/actuarial models in model review, validation and scenario analysis. The firm is looking for this candidate to provide valuable insights and expertise for the bank's insurance products.
Candidates must have PhD in physics, engineering, or math with solid C/C++, VBA or Java programming skills

A top tier European investment bank is currently seeking an experienced traded product exposure manager to take up a senior desk based position on their excess management team. This front office position involves working directly with the trading desks, credit analysts and market risk teams in order to conduct both vanilla and exotics transactions and investigating traded credit risk.



The successful candidate will provide real time quantitative support to FO credit risk managers on portfolio risk analysis, trade approval, and new product reviews. S/he will be involved in the development of counterparty credit exposure risk methodology, models and tools.

This person will be part of a global team of analysts and will be intimately involved in the daily deal flow and trade approval processes. Candidate will have exposure to all major trading businesses and to the for-front of new derivative product development.

On top of risk quantification and complex product advice, tasks involve Haircut calculations and Approval Grid calibration, Hedge Fund and Pirme Borkerage Risk Analysis, Volatility updation and Calculator maintenance and development, new Risk Valuation Override methodology and process improvements, Calculation of trade (stand alone) and portfolio VaR, Potential Future exposure (PFE) and Expected Positive Exposure (EPE).





Candidates for the Credit Exposure Manager role will have a strong academic background, most likely to MSc / DEA or equivalent. It is likely that you will already be in a market risk or credit risk role, and should have strong product knowledge. You will be expected to understand the risks arising from the different products and the methodology used to calculate the risk numbers as well as understand and explain the various systems.


This position will suit candidates keen to work in a front office environment. Excellent salary and benefit packages as well as progression opportunities across the front office are on offer to the successful candidate. All applications to risk@selbyjennings.com

A leading British bank is looking to building up its FO risk analytics team. This is due a 5 year strategic plan to revamp their entire risk analytics of the bank. In return, the bank is offering significant career progression opportunities.



Quantification of Counterparty Credit Risk exposure, CVA and regulatory measures on a wide range of derivative products across asset classes

§ Modeling risk factors across various asset classes (FX, IR, Equity, Commodity, Credit)

§ Product Focus:

- FX: vanilla, barrier, exotic

- Fixed income: swaps, swaptions, caps/floors, snowballs, exotic swaps, FRNs

- Equities: swap, option and structured products

- Oil, Power & Gas: financial & physical delivery, swaps, vanilla, spread options

- Credit Derivatives: CDS, CDO, LTRS

- Repo-style transactions,

- Structured transactions

§ Methodology and calculation of credit, CVA and regulatory measures (e.g. PFE, EPE, EEPE, RWA) on a wide range of vanilla and exotic derivative products for uncollateralised and collateralised portfolios

§ Calibration and implementation of models ranging from variations of Vasicek, OU, CIR to semi-parametric historic simulation models.

§ Risk mitigation: netting, collateral

§ Additional credit controls: specific and generic Wrong Way Risk

§ Basel II, BIPRU, IMM

§ Backtesting, stress-testing

§ Extensive project management



Ideal Profile



· Solid quant background

· Risk exposure

· Numerical educational background



All applications to risk@selbyjennings.com



www.selbyjennings.com

Top tier US investment bank is currently seeking a strong quantitative modeler to work on the IR products desk in London.

The bank is at the forefront of the market, with the largest and most profitable trading operation globally, and this is an excellent opportunity to take the step up to a top tier firm.



The candidate will work in Designing, Implementing, and Supporting Pricing and Risk-Management Models. The product set is Swaps [Vanilla, Basis and Cross-Currency Basis], Repo, Commercial Paper, and Supra/Agcy/Government Bonds. The team is responsible for both daily and real-time systems for Pricing and Risk.



Example projects:

• New Derivatives Pricing models to incorporate Credit, Funding and Balance Sheet considerations.

• New Models for real-time Swap and Bond pricing.

• Working with traders to incorporate additional market-microstructure into the models.

• Optimizing performance of existing systems



Experience/Skills:



The candidate should have a strong scientific background and excellent programming skills.

Successful applicants will relish the opportunity to take on a high level of responsibility from day one, and will enjoy working on the trading floor in a fast moving environment.

Ability to quickly assimilate, understand and extend existing systems to cope with new concepts/products is essential.

Strong Commercial Instincts will be required in day-to-day prioritisation.



• Swap Pricing and Bond Analytics

• Linear & Non-Linear Optimization Techniques

• Stochastic Calculus

• C++, C

To apply or for more information, please contact quantexotic@selbyjennings.com

www.selbyjennings.com, +44 (0) 207 019 4137

Large Japanese investment bank is seeking an experienced individual with a background in model validation to join the highly technical Derivatives ModVal group in London. The role will allow the successful applicant to further develop their knowledge of derivatives pricing models review with a specific focus on interest rates and FX, but with some additional oversight on credit/mortgage. Working directly with the Head of Model Validation, you will assume a senior position (Vice President) within the team and will have a degree of responsibility for the supervision of more junior members of the group. This is a progressive and dynamic role with superb opportunities for promotion and future levels of remuneration.

Requirements

The successful applicant will ideally be able to demonstrate a proven track record validating and reviewing models for front office trading and structuring teams – preferably with a direct experience of interest rates or FX derivatives.

Your impressive technical proficiency in VBA, C/C++ and/or Java should be complemented by a superb academic background in a highly quantitative subject. Your understanding of mathematics (Monte Carlo methods, stochastic processes, PDEs) should be underlined by your strong communicative abilities and capability to assume a position of further seniority in the near future.



Excellent academic background to PhD(preferable) or DEA/MSc level in a highly quantitative field.



To apply, or for further information, please submit your CV in word document format to quantexotic@selbyjennings.com | +44 (0) 207 019 4137 | www.selbyjennings.com

Responsibility:

Apply advanced quant techniques to research & design risk measurement methods; development VaR, Stress Test, Factor model analyses; implement risk measurement methods; implement risk mgt plans & procedures at portfolio & security levels; build math models to measure risk; conduct comp simulations to assess risk; apply option pricing theory; implement sys for measuring risk for futures, fixed income securities, credit derive products; construct & implement proprietary risk indicators; model complex financial products to calibrate risk; improve accuracy & efficiency of risk models; lead risk report development projects to automate daily report production & reduce development cycle of new reports; build proprietary VaR models; implement option analytics; build CDS analytics; prep liquidity & interest rate risk analyses & report packages; prep analyses of risk based capital & net interest margin; development counterparty risk analysis tools; construct financial models & algorithms to measure risk profile of portfolios;


Requirements:
Master's degree in math, physics, computer science or other quantitative fields;
Proficient with Excel, VBA, SQL; MATLAB or C, C++, C#;
3 months experience in job offered.

A new and exciting role working as an Interest Rates Derivatives Quant Developer has emerged within a leading top tier bank looking to expand their cutting-edge team at their head-quarters in London. The successful candidate will be given a great deal of responsibility from day one, supporting one of the most successful trading desks in the world. This is a Vice President level role and the successful candidate will be expected to eventually manage a team of their own, reporting directly to the senior Directors.



Responsibilities of the Interest Rates Quant Developer role:

-Developing and maintaining the analytics library.

-Developing and implementing quantitative IR Derivative models to validate different trading strategies.

-Implementing quantitative articles in C++, dealing with volatility spreads and the modelling of implied volatility and other advanced mathematical models.

-Supporting trading and structuring on a day to day basis

-Writing up new products from term sheets, risk reports and integrating them into the global booking system.



Requirements of the Interest Rates Quant Developer role:

-Previous experience on quant desk support.

-PhD in highly quantitative field with a preference on Computational Mathematics or equivalent

-Excellent level of advanced mathematical theory such as stochastic calculus, black scholes, PDE Modelling and large scale Monte Carlo simulations

-Expert knowledge in visual C++/C, Java, Matlab

-Not essential but knowledge in Reuters and Bloomberg is desired.



The Person:

-This individual will be expected to eventually run his/her own team, so strong leadership qualities is essential, and someone who can inspire and motivate those around them.

-Have strong initiative to act on his/her feet, as fast decisions will have to be made.

-The ability to identify and fix problems quickly in a fast paced, exciting environment.

-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 0207 019 4137.

An exceptional opportunity has emerged at this highly regarded top-tiered US Investment Bank. The position is well sought after amongst mid-level Quant Analysts, as the cutting-edge training they offer has already proven to propel candidates to leading managers. Offering candidates the opportunity to work heavily with the senior traders on the Fixed Income Exotic Derivatives desk. They will be overseeing their own projects, and given a rare insight into the intricate details of Fixed Income Exotic products, and other business areas. This kind of experience will create an excellent career platform, which in later years will stand out on their CV. Due to a successful year, this Investment Bank is offering outstanding bonuses with base salaries not seen anywhere else in the market.



Responsibilities for the Fixed Income Exotic Quantitative Analyst role:

-Supporting the senior traders on the desk, clarifying model performance and results to traders, with the opportunity to develop and create their own models which will be expected to be used by traders globally.

-Working closely with FX, Credit and IR exotic products, gaining wide insight into all exotic products.

-Reporting directly to the Managing Director, who is well-known internationally.

-Develop pricing tools for the team.

-Identifying potential sources of risk and conduct scenario analysis.

-Assessing appropriateness of benchmarks and methodologies used in parameter testing and reserve calculations for the trading portfolio.



Required skills for the Senior Commodity Risk Quantitative Analyst role:

-Quant modeling experience in fixed income, especially in calibrating interest rate and exchange rate models (such as the Ho-Lee, Hull-White, Cox-Ingersoll-Ross models, or the Ornstein-Uhlenbeck model).

-Experience in valuing interest rate and exchange rate derivatives such as caps, floors, swaptions, and digital options.

-PhD in Mathematics/Financial Engineering/Physics or other related subject from a top University.

-Good knowledge in Stochastic Calculus, Statistics, Backward Stochastic Differential Equations.

-Good knowledge of programming languages such as C++, VBA, Matlab, Latex.



The Person:

-Team player.

-This individual will be expected to eventually run his/her own team, so strong leadership qualities is essential, and someone who can inspire and motivate those around them.

-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 0207 019 4137.

Excelian was established in 2001 to deliver System Integration IT Consultancy across multiple asset classes and business areas for clients in the Financial Services sector. We offer our clients a full suite of services to assist with strategic IT planning, business consulting, system selection, integration and performance management.


In addition to our European head office based in London, our success has allowed us to expand our presence, opening branches in South Africa, Australia and America.


The business currently employs over 150 consultants across three divisions which are Capital Markets (Murex), Commodities (OpenLink, Triple Point, Solarc, Brady) and Technical (Grid & HPC, Data Caching, Performance Tuning, Analytics, Enterprise Architecture).


Over the past two years we have been listed in the Sunday Times as one of Britain's fastest growing privately owned technology companies.



The consultant we are looking to hire will join an IT team of 8 working on the development and integration of mathematical models in our client's financial library. The models are used for rate, equity & forex financial products. The team is located in the dealing room and under the responsibility of IT modelling. They work close to the Quant team that develop the mathematical models.

The successful candidate will be in charge of the complete life cycle of the development of a model (get specifications from quant, develop and integrate the model in the existing library, perform tests & support business tests and performance optimisation)

We need someone with a solid competence in C++ who is a true team player, has an excellent analysis spirit and an affinity for mathematics. You will have a good knowledge of Visual C++, gcc, Unix and Linux. The perfect candidate will also have a good knowledge of SVN, continuous integration tools, unit tests environments and debugging / purify / quantify tools.

Experiences in grid computing, financial library developments, Murex and Flex API are a plus.

Knowledge of English is required, French & Dutch is a plus.
Products Capital markets; Equities; FX; Interest Rates
Key Interest Flex; FlexGrid; Front Office; Integration; Platform Symphony
Technical Skills C++; Linux; Unix

A tier 1 global house are looking to build up its Derivative and Exotic FO Risk analytics team in London. This is due to a higher number of structured and exotic products traded within the bank and also due to more risk pressures within the market in general.



Responsibilities:



The successful candidate will provide real time quantitative support to FO credit risk managers on portfolio risk analysis, trade approval, and new product reviews. S/he will be involved in the development of counterparty credit exposure risk methodology, models and tools.

This person will be part of a global team of analysts and will be intimately involved in the daily deal flow and trade approval processes. Candidate will have exposure to all major trading businesses and to the for-front of new derivative product development.

On top of risk quantification and complex product advice, tasks involve Haircut calculations and Approval Grid calibration, Hedge Fund and Pirme Borkerage Risk Analysis, Volatility updation and Calculator maintenance and development, new Risk Valuation Override methodology and process improvements, Calculation of trade (stand alone) and portfolio VaR, Potential Future exposure (PFE) and Expected Positive Exposure (EPE).




Ideal Profile:



· Quantitative Educational Background

· Strong risk modeling exposure

· Market Knowledge

· Trade approval exposure

· Cross asset knowledge



All applications to risk@selbyjennings.com / www.selbyjennings.com



www.selbyjennings.com

An opportunity has arisen in one of the city’s top equity derivatives teams for an intelligent and passionate C++ software developer. You will be a key member of a small team of experienced financial developers, working directly alongside the trading team. Your role will involve working closely with the business to respond to various business requirements and implement solutions in C++/Linux. There will be a range of ad hoc and long term strategic projects, for which you will be given the opportunity to liase with various business users and take a leading role. Through frequent interaction with the traders/quants your financial knowledge will hugely expand and you will quickly become an expert in derivatives, thus this is a fantastic role for a C++ software developer who is not only technically minded but who is keen to absorb a lot of exposure to the business.



Skills required for C++ on Linux Developer – Front Office Equity Derivatives Trading Team:

Solid C++
Linux
Scripting
Strong academic background in computer science or related degree
Excellent communication skills
Wide interest in finance and trading


Responsibilities for C++ on Linux Developer – Front Office Equity Derivatives Trading Team:

Involvement in full software development lifecycle
Regular interaction with the traders/quants
Team leading and responsibility of projects
Working with the head of development to drive forward the team


This is a great role for a motivated and enthusiastic C++ developer looking to work in an exciting trading environment. Whilst the team would ideally prefer a candidate with some financial background they would be open to seeing those with a non financial background if they can demonstrate an incredible attitude and thirst for new financial knowledge. The team has a very open and friendly environment, where all members are likeminded, focused and encouraged to fulfill their potential. The bank itself is known to offer all employees excellent benefits and career development opportunities, thus it is a great bank for any individual really wanting to further themselves and move through the ranks. If you are interested in this opportunity please apply to development@Selbyjennings.com or call 0207 019 4137.

Core Java Risk developer, Multi threading, Data Structures, JVM Fundamentals, derivatives. London based international investment bank seeks a Core Java developer for their risk team. The Core Java Developer must have solid and obvious multi threading experience, data structure (particularly trees) and JVM Fundamentals ( JVM optimization, heap size, garbage collection etc). Exposure within derivatives would be ideal.

Candidates must have the following:

Core Java
Multi threading
Data Structures - particularly trees
JVM fundamentals - JVM optimization, heap size, garbage collection etc
Great problem solving, analytical skills
Good communication - can represent status clearly to the senior management
Knowledge of financial markets (particularly derivatives like options etc) is an added advantage but not mandatory
We do not require J2EE/Web technologies for this role. This is an urgent hire and candidates with the desired skills listed will be called and submitted to the interview process immediately. We are looking for someone to start on Monday so candidates with no notice period are preferred.

Core Java, Multithreading, Data Structures - particularly trees , JVM fundamentals - JVM optimization, heap size, garbage collection etc.

Industry

IT

Location

London

Start Date

Monday 15th

Duration

6 Months + (with a view to extend)

Salary/Rate

£400

Agency

Selby Jennings

Contact

Contracts Team

Telephone

0207 019 4146

E-Mail

contracts@selbyjennings.com

Reference

JPCJM1

Country

UK

On the back of record revenues in 2009, this US investment bank are embarking on a ground up global cross asset electronic trading buildout. In line with this they are looking to appoint a senior head of electronic trading.

Heading up the entire Asian Electronic trading team you will drive ground up development of smart routing, algos (benchmark and bespoke), internalisation, client and exchange connectivity, analytics and high frequency DMA.

Essential attributes required for this role include solid strategic experience in laying down technical direction within the electronic trading space, along with well proven management skills.

You will thrive on challenge and have the charisma to sell technical advance to the business. In addition team building skills are a must as well as a desire to retain and harness new trends and technologies in this space.

Large investment firm seeking experienced sales people with contacts for products such as CDO's, CDS, ABS, Non-Agencies, etc. VP level positions requiring 3 to 7 years experience including sales in structured products and/or credits space. Highly professional group as well as competitive package available.

Top Tier US investment bank is currently looking to add an experienced credit derivative quant to the front office quant group in London. This team delivers new and innovative pricing models to the trading desk and implements these into the common analytics library. The group is highly mathematical with an exceptional knowledge of finance and business decisions. Each individual must have real business acumen and understand the implications of the models they create on the pnl. These positions will both report to the head of the trading desk on a daily basis and the global head of credit analytics on a weekly basis that is located in New York.

The successful individuals will be responsible for CDO analytics including bespoke tranche products, CDO^2, and structured credit including ABS, RMBS and CMBS.

The candidates are likely to have the following background:

* Currently be at senior associate or vice president level working in either an exotic credit front office quant team or a model validation role.
* Significant experience in highly advanced mathematics including stochastic calculus, PDE modeling, Numerical methods including Bi/Trinomial Trees.
* Experience from a top investment bank or analytics house.
* Exceptional education to PhD/DEA level in a highly quantitative course for example mathematics, physics or engineering.
* Top level programming skills including C++ or Java.

These are very good opportunities for a top quant to join a top team, in a group performing well above market expectations.

To apply please contact quantexotic@selbyjennings.com , +44 (0) 207 019 4137, www.selbyjennings.com

Tier 1 investment bank known for their innovative approach and flat management structure are looking for a Senior Business Analyst to formulate an effective IT strategy in response to short and long term business objectives within their rapidly developing FX team. The successful Senior Business Analyst will be responsible for developing a trading platform across ITEC/FIC, including scoping, design and construction of the project and will report directly to the head of the Sales desks, Head of e-Commerce and Head of Trading in the pursuit of increased SG volumes on FX market.



Required Skills for the e-Commerce Senior Business Analyst- (FX, Electronic Trading System, C++, Java, C#, Strategy):

Background and experience in delivery of an electronic trading system in the FX.
Architectural design (from front end to back end).
Strong skills in object orientated analysis and methodologies.
Broad technology skills and the ability to learn new skills very quickly.


Responsibilities for the successful e-Commerce Senior Business Analyst- (FX, Electronic Trading System, C++, Java, C#, Strategy):

Delivery of project, either directly or via the team/external project managers, to budget.
Of high level pro-active client relationships. Maintenance of strong working relationships with e-commerce vendor systems.
Provision of support to the business during ‘Increasing Flow’, ‘Optimising Trading’, ‘Platform Industrialisation’ phases.


The person: e-Commerce Senior Business Analyst- (FX, Electronic Trading System, C++, Java, C#, Strategy)

Exceptional communication skills.
Able to deliver projects within budget.
Ability to work within a high pressure working environment.


Key words: (FX, Electronic Trading System, C++, Java, C#, Strategy) LDN



Primarily, exceptional communication skills and the ability to work within budgets are most important to the client, as is having a background working in a similar environment working within FX. Time will be split between London/Paris with implementations in New York and Hong Kong. This position provides a great opportunity to build a team and requires a strong desire to work in a collaborative, fast paced, high pressure environment.



To apply for the e-Commerce Senior Business Analyst- (FX, Electronic Trading System, C++, Java, C#, Strategy) LDN/PARIS role please contact: development@selbyjennings.com or contact +44 207019 4137

Senior C# / C++ developer - Front Office - Electronic Trading - Automated Hedging. International Investment Bank seeks a Senior C# / C++ developer with a strong past track record of delivering Front Office derivatives trading applications at a major investment bank. The Senior C# / C++ developers experience would ideally cover one or more of: FX derivatives, pricing, risk, or electronic trading systems.

The requirement is to construct a system which will accurately and quickly measure the risk of an options book and automatically execute hedge trades to dynamically maintain the risk position. This role covers the section of the overall system which will receive live risk data, implement the trading algorithms, and executes the hedge trades.



Quantitative derivatives business knowledge -

Options Pricing / Risk, ideally in FX
Strong object oriented design and development skills coupled with practical problem solving skills
Strong C# and C++/Win development.
Good communication and interpersonal skills
Good theoretical understanding of distributed systems - networking, concurrency, fault tolerance, real time systems, messaging, databases.
Good knowledge of best practice development Agile, test-driven development
Experience:

Front office development is essential. Track record of delivering derivatives pricing / risk systems - design and build. The best candidates will be able to point to numerous major deliveries over a number of years
Experience working on electronic / algo trading platforms is be highly beneficial
Successful establishment and management of full life cycle understanding of software project delivery for Front Office trading applications.
Team leading small focussed development teams, with an emphasis on mentoring juniors and graduates in best practice software engineering. Managing multi-centre / offshore development resources.
Capable of RAD work (e.g. Excel) and designing and developing multi-tier systems (e.g. risk engine work); moving comfortably between these extremes.
This is an urgent requirement and will require someone with strong front office banking experience as well as strong development skills in C# / C++.

Industry

IT

Location

London

Start Date

ASAP

Duration

6 Months +

Salary/Rate

£600+

Agency

Selby Jennings

Contact

Contracts Team

Telephone

0207 019 4146

E-Mail

jay@selbyjennings.com

Reference

JJPHFCP1

Country

UK

This top-tiered Investment Bank is expanding rapidly at the moment due to a successful year and is looking to take on a highly talented Quantitative Analyst to join their award winning global Quantitative Risk and Valuation Group. The team provides quantitative support for non-Front Office based derivative business areas; this includes FX, fixed income, hybrid, structured funds and credit derivative asset classes. The Group works closely with Front Office quantitative groups, systems developers, Risk Management and Product Control which will provide the successful individual tremendous business exposure. The group consists of Model Validation and Analytics teams.



Responsibilities for the Front Office Credit Quant Analyst role:

-Developing tools (in C++ and VBA) to calculate fair value adjustments to address model deficiencies or otherwise align valuations with market practice.

-Assessing and examining parameter uncertainty within illiquid/complex derivative or structured transactions.

-Devising, examining and implementing calibration approaches for complex derivative models.

-Examining the impact of pricing deal portfolios using alternative market data sources.

-Extensive use of C++ and VBA to develop tools used by Product Control to address some of the above points.



Required skills for the Front Office Credit Quant Analyst role:

This is an excellent opportunity to work closely with experienced Quantitative Analysts working on mathematical based projects for a leading investment bank. This role requires a combination of mathematical and programming skills, the successful candidate should:

-Hold a masters degree or doctorate in mathematics, physics, engineering or another quantitative field from a top school.

-Have experience in a quantitative analyst role;

-Have good C++ and VBA coding skills demonstrated via experience in implementing financial pricing models;

-Have a flexible, enthusiastic work ethic and enjoy developing quantitative solutions to market based model problems.



The Person:

-This individual will be expected to eventually run his/her own team, so strong leadership qualities is essential, and someone who can inspire and motivate those around them.

-Have strong initiative to act on his/her feet, as fast decisions will have to be made.

-The ability to identify and fix problems quickly in a fast paced, exciting environment.

-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 0207 019 4137.

This tier 1 global investment bank with a significant global reach and reputation is seeking to hire an exceptional and experienced C++/java developer with a passion for problem solving and innovation to join their new Greenfield derivatives electronic trading platform. You will take instant recognition as one of the senior technologists in the team and report directly to the head of global electronic trading. Business exposure is absolutely huge and you will be expected to quickly become an expert in derivatives.



Required skills for the C++/Java Developer for Greenfield High Freq/Low Latency Derivatives Trading Platform NYC



• Exposure to both C++ and java, but with excellent proficiency in one of these

• Experience working on high frequency/low latency systems

• Broad technology skills and ability to learn new skills quickly

• Experience working in a fast paced financial team

• Strong Derivatives Knowledge would be ideal



Responsibilities for the C++/Java Developer for Greenfield High Freq/Low Latency Derivatives Trading Platform NYC



· Work independently and as part of the team to architect and design a new cutting edge derivatives trading platform

· Work with and advise the business users (Traders and Quants) on the use, customization, extension and deployment of the platform

· The ability to identify and fix problems quickly

· Ability to act as a conduit between the developers in the team and the senior management driving forward the project



The Person:

· You will need to be motivated, passionate and hard working

· Able to work in a pressurized environment

· Want to further your career and move up the ranks in the firm



This position provides a great opportunity to join a high frequency trading team that is receiving huge backing from the business. As one of the senior technologists in the team at such an early stage, career opportunity is absolutely huge. There will be plenty of opportunity to lead and mentor and you will be remunerated very generously for your contribution.



To apply for the C++/Java Developer for Greenfield High Freq/Low Latency Derivatives Trading Platform please contact development@selbyjennings.com or call 02070194137.

A unique opportunity has come up to join one of the most highly regarded Equity structuring desks in London. My client, a top-tier institution, is eager to add to its team before the end of the year and is actively looking for Associate-level equity structurers to join the team. The role will involve:

· Structuring and pricing innovative solutions for equity derivative products across Western Europe(Germany/Austria/ Switzerland)

· Product development and working alongside the sales team to market equity derivatives

· Frequently meeting clients in order to structure the most client-driven and saleable derivative products

The types of candidate my client would consider for this role would have the following skills:

· Analyst/Associate level at a top house

· It is essential to be experienced in equity derivative products; my client would prefer pure equity structurers and is eager to hire candidates who are both technical and highly entrepreneurial

· It is highly desirable to have experience with institutional and corporate clients across the European market

· Essential to be fluent in German

For more information please contact the Structuring team on structuring@selbyjennings.com or call us on 0207 019 4139. Please send your CV in word document and not PDF file.

www.selbyjennings.com

My client a top U S investment bank is looking to fill a Director position in Cross Asset structuring. The role will be focusing on Russian emerging market corporate clients.

Responsibilities

· Developing bespoke cross asset products including FX, IR and Equity derivatives

· Developing relations with Russian based corporate clients

· Running a team of 4-6 people who will be developing/marketing products and pitching to clients

· Developing the banks interests in the area

Skills Required

· Must be a cross asset structurer

· Must be able to speak Russian

· Must be of the correct seniority to take on a Director position

To apply please send a word version of your resume to structuring@selbyjennings.com or call 0207 019 4139 to discuss. www.selbyjennings.com

A top tier Investment Bank is looking to grow its Product Control platform and in particular its equity derivatives group. They are looking for an exceptional, experienced Equity derivatives product controller to join their rapidly growing team.



You will join the Equities team and report directly into the Global Head.



The successful candidates will likely posses the following profile:



- Ideally ACA / CPA / CFA qualified (first time passes)

- Degree educated in Finance, Accounting, Business, Financial Mathematics

- Considerable experience of working with equities products is important

- Excellent communication skills



- As the successful VP equity product controller your day to day duties are likely to include:

- The validation and control of risk and P&L

- Market commentaries for PL’s on a weekly basis

- Implementing daily market briefing for Global Markets Finance

- Streamline PL’s to save time in production and minimise transfer costs.





The successful individuals should be highly motivated and posses key leadership skills. This position has an outstanding benefit package and will enable the strongest candidate to progress through the organization to a very senior level in a short time frame.



Please apply directly to accountancy@selbyjennings-solutions.com, 0207 019 4137 , www.selbyjennings-solutions.com

This top-tiered Investment Bank is expanding rapidly at the moment due to a successful year and is looking to take on a highly talented Quantitative Analyst to join their award winning global Quantitative Risk and Valuation Group. The team provides quantitative support for non-Front Office based derivative business areas; this includes FX, fixed income, hybrid, structured funds and credit derivative asset classes. The Group works closely with Front Office quantitative groups, systems developers, Risk Management and Product Control which will provide the successful individual tremendous business exposure. The group consists of Model Validation and Analytics teams.



Responsibilities:

-Developing tools (in C++ and VBA) to calculate fair value adjustments to address model deficiencies or otherwise align valuations with market practice.

-Assessing and examining parameter uncertainty within illiquid/complex derivative or structured transactions.

-Devising, examining and implementing calibration approaches for complex derivative models.

-Examining the impact of pricing deal portfolios using alternative market data sources.

-Extensive use of C++ and VBA to develop tools used by Product Control to address some of the above points.



This is an excellent opportunity to work closely with experienced Quantitative Analysts working on mathematical based projects for a leading investment bank. This role requires a combination of mathematical and programming skills, the successful candidate should:

-Hold a masters degree or doctorate in mathematics, physics, engineering or another quantitative field from a top school.

-Have experience in a quantitative analyst role;

-Have good C++ and VBA coding skills demonstrated via experience in implementing financial pricing models;

-Have a flexible, enthusiastic work ethic and enjoy developing quantitative solutions to market based model problems.



The successful candidate will be expected to eventually manage a team of their own, and managers offer their employees training schemes ensuring they are fast tracked to managerial positions.



To apply please contact quantexotic@selbyjennings.com with CV in word format.

www.selbyjennings.com

+ 44 (0) 207 019 4137

Tier 1 global investment bank with a significant global reach and reputation is seeking an exceptional C++ developer, with a passion for problem solving and instant recognition to join their rapidly developing FICC trading strategies team. This position is located on the world’s leading global trading floor, physically sitting directly next to an MD in FICC global trading (reporting directly to him). You will need to be an excellent problem solver, able to come up with practical solutions in C++ in a rapid environment among the world’s most prestigious trading teams.



Skills:



• An excellent C++ focused computer science background.

• Experience working on large scale distribution systems.

• Strong C++ development skills, while some Java knowledge would be ideal.

• Experience building real-time trading and report systems.

• Broad technology skills, and the ability to learn new skills very quickly.



Responsibilities:



· Work independently and as part of the Core team to architect, design and implement or re-engineer C++ programming solutions with firm-wide potential, but with a particular focus on their application within the Interest Rate Derivatives business.

· Ensure these solutions use the optimal technologies and techniques.

· Work with and advise the business users (Traders and Quants) on the use, customization, extension and deployment of these solutions for their specific needs.



The Person:



· The ability to identify and fix problems quickly in a fast paced, exciting environment.

· You will begin working with the current position holder, to learn directly from previous incumbent for short period.

· Ability to act as a conduit between the business and developers.

· Instant implementation of your work, with immediate and visible results and instant feedback.



Primarily, exceptional C++ with some Java programming ability and a self confident ambitious personality are most important to the client. This position provides a great opportunity to learn finance and requires a strong desire to work in a collaborative, fast paced, high pressure environment on a large existing codebase which is still growing.



Should you be interested to discuss - please email development@selbyjennings.com, or call 02070194137.

My client a number one investment bank is looking to rapidly increase its coverage of debt capital markets in central Europe. They are looking for an enthusiastic candidate to take on a senior role in Germany working closely with there corporate client base. They are offering a competitive pay package and an opportunity to advance within the company.

Responsibility

· Origination and execution for all debt related products,

· Involved in marketing and origination of corporate bonds, hybrids, rating advisory mandates, derivative and liability management solutions,

· client presentations, pricing updates, ad hoc client requests, primary and secondary market reporting,

· Establishing new relationships and diversifying the product range covered: DCM,

Skills required,

Should be able to produce viable transaction list,
Must have experience of European markets,
Understanding of European languages are advantages.


To apply please send a word version of your resume to structuring@selbyjennings.com or call 0207 019 4139 to discuss.

Our client a Top Tier European Investment Bank is looking to hire an outstanding Model Validator with strong Equities experience to join highly technical derivatives model validation group in London or Paris.

The team is responsible for assessing model risk, deconstructing models to check their integrity, analysing the model assumptions, assessing model limitations, checking code, producing documentation and validating the model for use. The team works across assets and you will be working with senior quants, structurers and traders on the desk.

Comfortable in explaining complicated models in an intuitive way.
Solid experience of working as a quant in any asset class in either a front office or validation role.
Solid Experience in programming C++, C#
PhD in a quantitative discipline (solid stochastic calculus) 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 in New York, London and Paris.

Please apply directly to quantexotic@selbyjennings.com, +44 (0) 207 019 4137, www.selbyjennings.com

Top UK investment bank seeks experienced Commodity quant for a role within its derivative valuation group. The valuations product teams specialise in building quantitative models for pricing vanilla and exotic derivatives across the major asset classes. Your role will be to extend the commodity framework to price various exotics, designing system analytics such as forward curves, volatility surfaces and pricing models, providing commodities expertise to the operational valuations teams and managing one or two junior commodity pricing analysts. You will also be involved in meeting clients alongside the sales team as the commodities product specialist, to help grow revenues in this asset class and contributing to company-wide commodity initiatives via an internal working group.



Qualifications:

Financial markets experience, including within commodity derivatives (with an energy focus) gained within a bank or trading house
Excellent analytical, quantitative and problem-solving abilities
Solid practical and theoretical knowledge of mathematical finance: Stochastic calculus, Stochastic Volatility, PDE’s, in depth knowledge of probability. Etc.
Proficiency using Excel and VBA
Top academic background with highly numerate post graduate degree from a top 5 institution.
Any experience managing or mentoring junior staff would be desirable
Any previous commercial exposure or client-facing skills would be desirable


To apply or for more information, please contact quantexotic@selbyjennings.com

www.selbyjennings.com

A top tier European investment bank is looking to hire a Director and potential desk head to cover equity/ FX/ interest rates and credit derivatives structuring:

Responsibilities will include:

· Structure and sell profitable derivative solutions to institutional/ retail /corporate and retail clients in Europe

· Increasing the derivatives structuring and pricing capability across asset classes

· Role involves marketing and selling commodity/ interest rates/ FX/ credit and high yield products for clients and managing the sales division

· Meeting client in Europe and helping explain products and increase sales P and L

· Marketing all the activities of equities and Structured Retail product development teams

· Role will involve driving new product development through innovative new solutions tailored to treasury client requirements

This is a critical business hire and my client is looking to hire candidates with the following skills:

· Essential to be either a multi asset structurer/ equity structurer or FX and interest rates structurer

· My client would consider excellent structurers keen to increase their responsibility on the sales side

· Strong preference for experience of the Western European market

· My client would consider good traders keen to work in structuring

· A strong network of clients/ deal list and track record in building a derivatives business is attractive to my client

For more information please contact the Structuring team on structuring@selbyjennings.com or call us on 0207 019 4139. Please send your CV in word document and not PDF file. www.selbyjennings.com

My client a top U.S investment house is looking to fill a Director role in Multi asset structuring covering Eastern European corporate clients.

Responsibilities,

· Providing tailor made products/solutions to the client’s including FX, interest rates, and equity and commodity products.

· Structuring vanilla products as well as complex derivatives.

· Closing of client trades. Involves pitching, modelling/pricing of structures, booking trades and providing market exposure details (Greeks) to trading for hedge execution

Skills Required

Must have experience in running a team of 4-6 structurers
Must me a multi asset structurer
Should have experience covering European clients.
My client would consider good traders keen to work in a multi asset structuring role
Any Eastern European or Russian languages skills would be desirable
To apply please send a word version of your resume to structuring@selbyjennings.com or call 0207 019 4139 to discuss. www.selbyjennings.com

Our client a market leader in their specialism are seeking an experienced operation and due diligence head to lead their existing strong team. The successful candidate will report directly to the COO and be responsible for all due diligence and operations.



As the successful candidate you are likely to adhere to the following background:



- Have experience of holding a Due diligence senior manager or sole lead title

- Must be ACA or ACCA fully qualified from a leading practice firm

- Have experience of audit from a large investment bank

- Exemplary communication skills

- Hold a strong academic profile and finance related degree





The successful individuals should be highly motivated and have very strong experience of working as an operations Due diligence manager. This successful candidate will be responsible for a team, therefore the position requires a self motivated and Enthuisiastic individual. This position has an outstanding benefit package and will enable the strongest candidate to progress through the organization in a short time frame.



Please apply directly to accountancy@selbyjennings-solutions.com, 0207 019 4137, www.selbyjennings-solutions.com

My client a top U.S investment bank is looking to fill a Director level Cross Asset Fund Derivative structurer position in London They are offering a highly competitive package.

Responsibilities

· Experience developing products linked to hedge funds, fund of hedge funds, mutual funds and private equity funds

· Working with CPPI payoffs including fixed and rolling guarantees

· structuring passive UCITS III fund solutions to both institutional and retail client distribution

· structuring tailor-made UCITS III solutions for hedge fund managers

Skills Required

· Must be a Fund Derivatives structurer

· Must have experience running a team

· Must be familiar using structuring UCITS III and CPPI.

To apply please send a word version of your resume to structuring@selbyjennings.com or call 0207 019 4139 to discuss. www.selbyjennings.com

A top US Commodity house is currently seeking to expand its Quantitative Analysis team in New York with the acquisition of a Senior Quantitative Analyst to lead a small team.

The company has offices in New York and London and, while small in numbers, does business on a global basis.



The Quantitative Analysis team is seeking an experienced Quantitative Modeller who will be sitting with and reporting to the business. Due to the seniority of the role, the candidate will have the opportunity to be exposed to the daily operation of the entire company. Your job would consist of modeling, pricing and portfolio management of complex commodity derivative risks mainly geared to the energy sector and responsibility for the management of a small team of quants.



The candidate will also be responsible for creating the analytical and technological foundation for new financial product offerings and spearheading the firm’s ongoing effort of creating state-of-the-art systems. Above all, the candidate must possess a strong capacity for critical thinking and commercial judgment.



Qualifications:



Top academic background to PhD level in a highly quantitative discipline i.e. Mathematics, Statistics, Physics, Financial Engineering, etc
Experience in a senior front-office quantitative role, ideally in modeling complex energy derivatives both physical and financial. An ideal background would be a senior quant within an energy merchant involved in the full spectrum of energy commodities and fuel types.
Strong command of MatLab and Excel/VBA
Excellent level of Mathematical modelling capability.


This senior role is both challenging and potentially very rewarding with close ties to the company’s bottom line. The compensation structure is highly competitive and is comprised of a base salary and annual bonus as well as participation in a unique long-term profit plan, plus benefits.

To apply or for more information please contact quantexotic@selbyjennings.com

www.selbyjennings.com, + 44 (0) 207 019 4137

Top global Derivative Valuation function seeks an exceptional quant to join its highly technical Portfolio valuation and pricing team. Within this role you will be interacting with the Sales team and developers to provide top Valuation and pricing tools for the firm’s clients, and help in the on going development of the portfolio of analytics. You will be responsible for the analysis and reporting of Provisioning and Price Testing for Foreign Exchange and Hybrids. This will involve extensive interaction and input in the development of new quantitative risk measures, calibration tools and methods. The firm is one of the fastest growing organizations in Europe, which has seen a significant rise in share price throughout the credit crisis.


Responsibilities

* Researching and prototyping models for pricing vanilla and exotic derivatives, as well as specifying and testing the final implementation
* Working on analytics for volatility surface and forward curve construction
* Assisting with sourcing and quality analysis of market data used in models
* Providing product expertise and support to operational and sales teams

Qualifications

* Expertise in building models in Excel and VBA
* Solid practical and theoretical knowledge of mathematical finance: Probability, Stochastic Calculus, Stochastic Volatility, PDE’s etc.
* Experience working within the FX market.
* Top academic background to PhD, DEA, MSc (top 5 school) in a highly quantitative field: Mathematics (preferable), Physics, Financial Engineering etc.
* Any previous commercial exposure or client-facing skills would be desirable
* Ability to work independently as well as within a team environment
* Highly motivated and eager to take the initiative

To apply or for more information, please contact quantexotic@selbyjennings.com

www.selbyjennings.com

A top investment bank are currently expanding their equity derivatives research team with a hire in Hong Kong. This is an active hire and the manager is looking to secure the hire as soon as possible.



This is an VP/ Vice President level hire. All applicants must have an MSC/PHD in a quantitative and financial subject.

The ideal candidate will have experience within Flow derivatives research and have a genuine interest in Equity derivative strategies. This is a client facing role therefore you should have excellent communication skills and an excellent grasp of financial markets.



Your responsibilities will include:-

- Generating trading & investment ideas related to equity derivatives for sales and traders, including assisting in selling these ideas to clients.

- Collaborating with traders to backtest trading opportunities on listed products (equity, options and futures) & OTC products (variance swaps, dividend swaps, dispersion swaps, exotic options, etc) and to develop databases for analysis.

- Collaborating with sales and structuring group to construct innovative custom baskets and thematic indices, take advantage of fundamental and volatility views to construct new structured products.

- Providing research and analysis on ad-hoc requests (hedging basket, index rebalance, impact analysis due to corporate actions, futures roll, etc) from both external clients and various internal groups.



This is one of the most successful Equity derivative strategy teams and will provide you with an excellent opportunity to move into a sales/structuring or trading role.



Interviews are taking place currently. Please apply directly to strategy@selbyjennings.com or visit our website at www.selbyjennings.com .

ALL CV’S must be sent in WORD format.

My client a top U.S investment bank is looking to hire a V.P. level candidate multi asset structurer to cover Latin American emerging markets for its London office.

Responsibilities:

· Design and originate structured products linked to equity, interest rate, FX and commodities for Latam corporate clients.

· Work closely with brokers/dealers across equity, interest rate, FX and commodities.

· Portfolio construction project using traditional investments in combination with equity linked structured products.

Skills Required

· Must have experience in Equity, Fixed Income, FX and Commodity Structuring

· Must be able to speak Spanish (Portuguese is a plus)

· Must have experience in Latin American markets

This is a great opportunity to join a leading US investment bank working on structuring/ sales of derivatives to Emerging Markets clients

To apply please send a word version of your resume to structuring@selbyjennings.com or call 0207 019 4139 to discuss.

Our client a Global Investment Bank is seeking an exceptional technical innovator to join their rapidly growing Equity Derivatives desk in their London office.



The exceptionally talented quant will work closely with senior members and heads of the team who are renowned for their cutting-edge approach to finance. The quant will be offered an exceptional training program and have market leading career progression for the right candidate.



The successful candidate will be expected to:



Modelling and implementation of pricers
Local volatility, Jump diffusions, Variance Swaps
Modelling, including hybrid products (stochastic rates for equity) options on variance/vol swaps, stochastic local volatility / jump diffusion,
PhD in a mathematical discipline from a top school/university.


Please apply directly to quantexotic@selbyjennings.com, +44 (0) 207 019 4137, www.selbyjennings.com

Major NYC Bank is looking for a Quantitative Analyst with strong statistical modeling skills to help design and develop a global front office Value-At-Risk model for the firm's Prime Brokerage Risk team. This team is responsible for developing, maintaining, and enhancing the firm's Global Cross Product Margining model. Applicants need to demonstrate expertise in statistics and Monte-Carlo simulation, have strong programming skills, (C/C++) and experience in integrating models into existing analytical libraries and trading systems. A PhD is strongly recommended with at least 2 yrs of Quantitative experience supporting an Equity, Credit, EM or Rates Trading Desk.

Major Bank in NY is looking for a Quantitative Analyst with strong C++ programming skills and Fixed Income Derivatives exp. to join a Multi-Asset Quantitative Research group. This group has responsibility for pricing and risk mgmt of complex cross-market (exotic) products involving FX combined with one or more of (Commodities, Credit, Interest Rate, inflation-linked and/or equity securities) using various numerical methods, such as Monte Carlo and PDEs. Requires expertise in term structure modeling, strong quant skills (Stochastic Calculus), programming skills (C/C++) and exp. integrating models into existing analytical libraries and trading systems. Quantitatve degree required & 1-2 years of exp. supporting either an F I Derivatives or Credit Derivatives trading desk.

Our client is a tier two European Investment bank looking add mid level Energy derivative products salespeople in order to supplement an established and successful Sales Team in Hong Kong. The team is preparing for expansion.



Responsibilities will include and are not limited to:



- Profitably selling the portfolio of Energy derivative products to clients and financial markets.

- Marketing energy derivatives to Chinese, Korean and Taiwanese corporates.

- Provide support to business development and marketing teams

Successful candidates for this role will:



· Be talented and enthusiastic, knowledgeable and dedicated.

· Have at least 5 years experience selling energy derivatives to mid level / large corporate clients

· Be based in Hong Kong



This is a fantastic opportunity for Associates to VPs to join an established and successful Commodities sales operation in Hong Kong.



Please send a Word copy of your CV to:



sales@selbyjennings.com

www.selbyjennings.com

0044207 019 4138

This innovative European Investment Bank has been enjoying a successful year, and is predicting further success for 2010. This international leading bank is now opening its doors at one of its largest headquarters in Singapore, to expand their renowned Commodity derivatives Quant team. This team is known well in the market for its exceptional training scheme and opportunities to work with some of the most highly regarded Quant Analysts and traders in the business.



Responsibilities:

-Delivering stochastic models and dynamic hedging to exotic and derivative traders.

-Supporting the senior traders on the desk, clarifying model performance and results to traders.

-Will be working with models to ensure correct pricing of Commodity i.e. Oil, Gas and Freight products.

-Developing and creating new models.

-Assessing appropriateness of benchmarks and methodologies used in parameter testing and reserve calculations for the trading portfolio.

-Reporting directly to the Managing Director, who is very well known internationally in the market.

-Identifying potential sources of risk and conduct scenario analysis.



Skills, education and experience:

-Candidates with internship experience or some experience working in a Fixed Income/Commodity team is desired.

-Good knowledge in Stochastic Calculus, Statistics, Backward Stochastic Differential Equations.

-Knowledge in programming languages such as C++, VBA, Matlab, Latex.

-PhD in Mathematics/Financial Engineering/Physics or other related subject. Those from a top University will be at an advantage.



This bank has an exceptional team with outstanding opportunities, which offers a generous salary.



To apply please contact quantexotic@selbyjennings.com with CV in word format.

www.selbyjennings.com

+ 44 (0) 207 019 4137

A top US Commodity house is currently seeking to expand its Quantitative Analysis team in New York with the acquisition of a Senior Quantitative Analyst to lead a small team.

The company has offices in New York and London and, while small in numbers, does business on a global basis.



The Quantitative Analysis team is seeking an experienced Quantitative Modeller who will be sitting with and reporting to the business. Due to the seniority of the role, the candidate will have the opportunity to be exposed to the daily operation of the entire company. Your job would consist of modeling, pricing and portfolio management of complex commodity derivative risks mainly geared to the energy sector and responsibility for the management of a small team of quants.



The candidate will also be responsible for creating the analytical and technological foundation for new financial product offerings and spearheading the firm’s ongoing effort of creating state-of-the-art systems. Above all, the candidate must possess a strong capacity for critical thinking and commercial judgment.



Qualifications:



Top academic background to PhD level in a highly quantitative discipline i.e. Mathematics, Statistics, Physics, Financial Engineering, etc
Experience in a senior front-office quantitative role, ideally in modeling complex energy derivatives both physical and financial. An ideal background would be a senior quant within an energy merchant involved in the full spectrum of energy commodities and fuel types.
Strong command of MatLab and Excel/VBA
Excellent level of Mathematical modelling capability.


This senior role is both challenging and potentially very rewarding with close ties to the company’s bottom line. The compensation structure is highly competitive and is comprised of a base salary and annual bonus as well as participation in a unique long-term profit plan, plus benefits.

To apply or for more information please contact quantexotic@selbyjennings.com

www.selbyjennings.com, + 44 (0) 207 019 4137

C# Derivatives Developer - C#, Tibco, EMS, CM, SQL Server, XML, WPF, WCF. London based Investment Bank is currently looking for a C# Developer with a solid background within Derivatives. The C# Developer will to be involved in design and development of a new generation of application frameworks, user interfaces and services for the new pricing and RFQ platform which will mainly capture OTC and listed derivatives and STP them from sales to Back Office with high automation and low touch.

C#
WPF and WCF
Enterprise Management (Tibco, EMS ,CM)
SQL Server and XML/FPML
Design Patterns covering UI
Solving OO problems
Derivatives Experience
Business knowledge Pricing and STP Processes
This role is floor based alongside the Traders and sales staff in the Front Office. The C# Developer will work closely with other Technology teams globally including Market Data, Pricing API and Reference Data Services. This is an urgent role. Apply today with an up to date CV for an immediate response.

Industry

IT

Location

London

Start Date

ASAP

Duration

6 Months +

Salary/Rate

£450 - £550

Agency

Selby Jennings

Contact

Contracts Team

Telephone

0207 019 4146

E-Mail

contracts@selbyjennings.com

Reference

JS

Country

UK

Please BE SURE TO include your salary requirements, location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Green card or US Citizen ONLY for these roles.

Candidates meeting the description below will be contacted PROMPTLY.
---
Specialize in High Frequency Equities and Futures. Have a very fast platform with less than 100 micro second latency.

Looking to hire C++ developers, preferable out of competitors such as ATD, Getco, Citadel. They want experienced C++ developers with at least 5 years experience w/ strong expertise in: STL, Threading, Boost, Sockets. Comp range of 100 -250K (or more). Work on Market Data, Order Mgmt. Really wants to hire someone who knows both C++ and C# but willing to settle for C++ only guy. They really want developers with relevant trading systems experience and/or experience implementing trading strategies for prop futures or equities trading - but a top flight developer w/o will be considered.

Please BE SURE TO include your salary requirements, location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie).

Green card or US Citizen ONLY for these roles.

Candidates meeting the description below will be contacted PROMPTLY. Also if you have somebody appropriate to refer, finder's fees are possible.

A global trading firm is looking for skilled C++ developers, from mid level
to tech lead levels. Trading Systems provides global solutions for managing
orders, executions, quotes, and positions. Senior developers have the
opportunity to manage projects though all phases of the development cycle,
and will have global client impact almost immediately. As you will work
closely with development and the business side, strong communication skills
are a must.

Requirements:
3-15 years of professional experience with C and C++ on UNIX.
A passion for design, problem solving, AND hands-on development.

A strong knowledge of object-oriented design, data structures, systems and
applications programming, and multithreading programming.

Low latency, high frequency or algorithmic trading is a big plus.
Strong communication skills.

Financial knowledge and project management experience are a plus but not
necessary.

My client is a leading Investment Bank with a well established quantitative risk function. They are looking to incease their headcount and have created several New Positions including Global Head Of Equity Validation; Global Head of Credit/CVA model validation. Also they are keen to meet individuals with experience in FX and Rates.

-Managing team of their own juniors, expected to expand rapidly as the company envisions dominant market expansion in 2010.

-Candidate will be analysing and benchmarking current models, and be given the opportunity to build their own models, which will be largely used by the trading desk.

-Stress testing current models and identifying any potential risks that might affect the trading products.

-Managing all risk scenarios by planning solutions in advance.

-Supporting and assisting all senior traders, working closely with them on a day-to-day basis.




Skills, education and experience:

-Extensive previous experience with financial products (Equity, Credit CVA, Rates in particular).

-General Programming skills needed e.g. C++, VBA, Matlab etc.

-Strong analytical skills.

-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.


-PhD Mathematics/Physics or other related subject.

My client is a leading Investment base with a large global foot print, it is currently looking to improve its quantitative bench strength and hence is looking to hire a number of individuals across its quantitative teams including Desk Quants, Library Quants, Strategist and technoligists.
Ideally you would have a PhD or MSc in a quantitative discipline and either be a fresh graduate or with up to 5 years experience.

The opportunities are across all asset classes

Please BE SURE TO include your salary requirements, location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Green card or US Citizen ONLY for these roles.

C/C++ Developer,700/$$$/DAY (NYC)

The Role- seeking senior C/C++ developer for developing, maintaining and
enhancing real-time electronic Equity trading platform. Currently the
platform supports executions on more than 40 exchanges through direct
connections to more than 25 different brokers, and is expanding to more
markets and establishing more connections to new brokers. Senior developers
will have the opportunity to work on every phase of the project developments
from requirement gathering, project design, implementation, to product roll
out.

Qualifications:
- Good understanding and hands-on experience with C/C++
- Solid understanding of data structure, algorithms, and object-oriented
design
- Knowledge on multi-threaded programming and IPC
- Strong problem solving skills and ability to multi-task
- Knowledge of relational database, such as DB2
- A team player with strong communication skills
- Background on quantitative analysis or statistics is a plus

Candidates meeting the description below will be contacted PROMPTLY.

Please include your salary requirements, location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Green card or US Citizen ONLY for these roles.

Looking for Java Developer with 3-10 years of experience, ideally around 5 years of experience. Developing on UNIX platform.
They would ideally have at least some C++ but Java is good too. They must also have experience with a scripting language, ideally Ruby, but Perl, Python and others are a good substitute.
Must have strong background in Math, Data Structures and Algorithms.

They will work on all aspects of internal trading system, especially simulation technology.

They would prefer relevant industry experience, but they'll hire a sharp techie.

This is a company of two people - so person must be looking for highly entrepreneurial opportunity.

They must be very smart for these guys - they won't hire someone intellectually average.

Comp will be 120K base (they're comfortable going a little higher or lower) and this person will participate in company pnl. Company also offers basic health benefits.

Our team is looking for an experienced C++ software developer to
work on carbon credit trading initiative. You will be involved developing
applications for processing of various legal information related to carbon
credits and developing customer facing applications. This includes content
analysis, acquisition, processing, searching, normalization, entity
extraction,
alerting, and presentation.

Qualifications
* Strong software engineering experience in C++ (templates, boost, STL) on
Unix
Linux
* Familiarity with relational database/ SQL
* Knowledge of scripting
* Web Crawling experience is a plus
* Java experience is a plus
* Experience with XML and Web services a plus
* Strong communication skills

Please include your salary requirements, location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Green card or US Citizen ONLY for these roles.

they must have a comp sci degree from good school - must work with c# as their main language - should have been their primary language in school - but that's it - no other requirements except - they must be a great guy/gal interpersonally - sharp - friendly.

Need someone with C# and just one other requirement... SSRS which is SQL Server Reporting Server (if they don't have this but do have good SQL with SQL Server 2005 - this might fly) But again, has to be a real sharp on all interpersonal qualities.

Mgr wants to interview this week - NO H1's - Must be available right away/2weeks notice.

Will pay 80-100K base depending on 2-4/5 yrs experience

Please include your salary requirements, location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Green card or US Citizen ONLY for these roles.

NYC/MIDTOWN

need one jr java developer with 1-4 yrs experience - ideally 2/3 years - they must have a comp sci degree from good school - must work with java as their main language - should have been their primary language in school - but that's it - no other requirements except - they must be a great guy/gal interpersonally - sharp - friendly.

Mgr wants to interview THIS WEEK - NO H1's - Must be available right away/2weeks notice.

Will pay 80-100K base depending on 2-4/5 yrs experience.

Mid or Sr Electronic Market Making Developer (Southern USA) Equities & OR Futures (BE from: GETCO, Jump Trading, Sun Trading, similar shop) 200-400k++ Whatever IT TAKES TO GET right experts.


This growing proprietary trading firm is headquartered in Canada with office in Southern United States. They specialize in High Frequency Equities and Futures. Have a very fast platform with less than 100 micro second latency.
--
Please BE SURE TO include your salary requirements, location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Green card or US Citizen ONLY for these roles.

Please BE SURE TO include your salary requirements, location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Green card or US Citizen ONLY for these roles.
-----

Looking for experienced Quant who REALLY KNOWS Equity Options.

Ideally 2-5 years of experience, pay 130-150K base. +BONUS(first year bonus is likely to be conservative, but this person will be second person in a two man team so bonus potential year 2 on WILL BE HIGH.

Quant must KNOW MOST, if not all, of the FOLLOWING...

1. Volatility Modeling (aka, Volatility Fitting)

2. Volatility forecasting

3. Pricing models - FOR equity options.

4. Must be able to implement work in an OO language, preferably C++, but Java and C# ok too.

5. Phd PREFERRED, but Master's OK - would rather a stats or computational math background. Stochastic math for pricing is also a PLUS.

6. Not required, BUT knowledge of QUOTING for equity options is HELPFUL. How to quote? (They will be doing one sided quoting.

You may also fax your resume to 206-202-7703 or leave a message if you think you're qualified and have some questions...

MAKE SURE TO include your salary requirements, location preferences, and for my notes where you have been interviewing or been submitted to in the past 6 months (as there are multiple opportunities if you are a solid techie). Without this info I can respond but it will delay the whole process...Green card or US Citizen ONLY for these roles. Include your email and cell number in any reply...
------
Looking to hire C++ HIGH FREQUENCY developers.

They want experienced C++ developers with AT LEAST 10 years of experience w/ strong expertise in: STL, Threading, Boost, Sockets. Comp range of 250K-300K (or more). Work on Market Data, Order Mgmt.

They REALLY want developers with relevant trading systems experience and/or experience implementing trading strategies for prop futures or equities trading.

Develop high-speed, low-latency electronic trading applications for order processing and market data handling.

Only contact me if you are truly ready to make a move and are open to improve from your current situation, thanks!

MUST CURRENTLY BE IN A HIGH FREQUENCY ROLE, DO NOT APPLY IF YOU AREN'T IN A BANK, PROP SHOP, OR HEDGE FUND IN THIS PROGRAMMING ROLE.

You may also fax your resume to 206-202-7703 or leave a voicemail if you have any major questions and are qualified meeting the criteria above, but email with a resume will yield quickest response.

My client a top global investment bank is looking to fill a mid level structured finance position. The position is based in London and they are offering a highly competitive package.

Responsibilities include:

· Developing structured finance and credit transactions

· Underwriting and structuring of structured finance products for financial institutions across Europe and CEEMEA across asset classes

· Rating agencies methodology for a number of asset classes and building cash flows and rating models to replicate rating agencies assumptions

· Working with a well respected Managing Director and head of securitisation

Skills Required:

· Must be a structured finance professional/ credit structurer or have securitisation/ MBS or CMBS experience

· Must understand structured credit models and pricing

· Must be familiar with key structures for a number of asset classes.

· This role requires good technical skills but also exposure to the European structured finance market

Excellent role to join one of the best teams in the market

To apply please send a word version of your resume to structuring@selbyjennings.com or call 0207 019 4139 to discuss

Our client a global investment bank based in Seoul Korea is looking for a highly motivated and driven Global Markets Business Finance analyst to look at Capital / Risk Weighted Assets reporting.



As the successful Financial Analyst you are likely to adhere to the following criteria:



- Have Global Markets product knowledge including FX & Interest Rates Derivatives, Fixed Income and Corporate Finance

- Strong knowledge of industry and accounting issues, valuation techniques, liquidity and risk issues.

- Knowledge and experience in BASEL 2, RWA(Risk Weighted Assets) calculation and capital management

- CPA qualified

- Exemplary communication skills, fluent in both English and Korean.



This role is an amazing opportunity to join a growing investment bank and join at a senior level. This role will provide the successful candidate with a chance to join a forward thinking financial institution in a senior role with a view to moving into positions of more prestige and scope.



Please apply directly to: accountancy@selbyjennings-solutions.com or call + (852) 2159 9199 to discuss the role

My client, an investment bank, has an opportunity for a Quantitative Analyst within its Credit Valuation Analytics Portfolio (CVA) Modelling team. The team specialises in developing hybrid models across all asset classes and is part of the front office quantitative team.

Your will design, develop, and implement models to compute, price and hedge counterparty credit exposure for all type of transactions. This includes exotics, across all asset classes (FX, IR, credit and equity derivatives).
It is essential that you hold a PhD or foreign equivalent in Finance, Physics, Mathematics, Engineering or related field. You will hold some proven pre- experience in the job offered or related occupation. This experience must include implementing mathematical models in front office systems; supporting trading desk in risk assessment and product pricing; programming using C++, C# (or other object oriented language) under Windows and/or UNIX environment.

The Investment Bank is seeking qualified candidates for Quantitative Analyst. This critically important role will support the model development for the Derivatives Credit Exposure Management team.

Responsibilities will include:

The design, development and implementation models to compute, price and hedge counterparty exposure for all type of credit transactions, including exotics, across all asset classes.

Develop and code models to compute credit exposure within Risk Analytics.

Compute credit exposure for ad hoc exotic transactions.

Work with different businesses to analyze counterparty risk, compute credit valuation adjustments (CVA), and Upfront Credit Charges (UFC).

Assist Credit Risk Control to compute counterparty credit exposure (EPE, PFE).
Requirements
- A MFE level education or international equivalent in Finance, Physics, Mathematics, Engineering or related field
- Some pre or post-graduate Quantitative Analyst work experience in the financial services field.
- Experience must include implementing mathematical models in front office systems; supporting trading desk in risk assessment and product pricing;
- Programming using C++, C# (or other object oriented language) under Windows and/or UNIX environment. Desirable experience in building code for large applications.
- Preferred Qualifications A Doctorate/PhD level education or international equivalent in Finance, Physics, Mathematics, Engineering or related field
- Some pre or post-doctorate Quantitative Analyst work experience in the financial services field

My client requires an experienced Fixed Income Quant to work on a 6 month contract as the desk migrates to Hong Kong. Good experience of flow products, currency, non deliverable fwds and complex products would be ideal. 3+ yrs exp if possible.

My client is looking for a quant to support their Fixed Income Desk in Hong Kong. Should have currency, flow products, non deliverable fwds and complex product knowledge. Will have close ties with the London office.
3+ years exp.

My client is looking for a quant with excellent Numerical techniques and modelling abilities plus a strong understanding of PDE's and Monte Carlo simulation.
4- 5 Years experience would be ideal.

My client is looking for a talented Quant to work on tools, analytics, structured rates and modelling. This is not a development role.

My client has a specific need to find a BMA Derivatives Quant (Municipal). The right candidatae will need to show a proven track record in this field.

My client based in London is looking to hire Library, Desk, Strategy and Production Risk quants. The team will be responsible for providing support in a cross asset environment, sharing information and libraries.
The cross asset nature of the team means that the ideal candidates should be mentally agile and capable of operating independently and flexibly, rather than being constrained to a very specific area. They should have a proven combination of strong mathematical and science and IT skills. Candidates which have stood out through academic excellence, and competition and prize winners are always of interest.

My client requires an experienced Fixed Income Quant to:

•Provide leadership, oversight, and management for quantitative support.
•Provide technical leadership and expertise in model development.
•Work closely with trading, sales, and marketing to establish requirements, specifications, and scope.
•Ensure that any models developed are fully and properly integrated into the quant libraries and IT systems and applications.
•Manage change requests from the desks and prioritisation if these tasks.
•Provide a high level of support for the models to the desk and where models are used for running official processes, to the IT support teams and appropriate functional units.
•Liaise closely with the other quant teams and the Independent Valuation Group to ensure that the modelling approach across the firm is consistent.
•Ensure that all software is developed using sound software development practices including version control, regression testing, and appropriate documentation.
•Provide input into the development of the shared Quant / IT architectural vision.
•Manage people within their team to be highly motivated, effective, and aligned to the overall business strategy.
•Take full responsibility for the support and development of the existing model inventory.

The successful candidate will also be growing the team in NYC.

Only candidates with US nationality or existing permissions to work in the USA should apply. Thanks.