A leading global investment management firm is looking for an experienced generalist research candidate, to join the team in London.



The role

- Based in the quantitative equity team.

- Developing successful portfolio construction strategies for different products; including long-only core, long-only aggressive, long/short, market neutral and long/short alpha extension strategies;

- Back testing strategies, building new and developing existing models.





To be considered for this role you must have:



- Strong knowledge on a wide range of sectors, with experience in the small cap sectors

- Equity research experience of associate level

- An academic background in Finance/ accounting

- CFA level 1

- Exceptionally Strong Quantitative skills, JAVA, C++, Matlab, SQL (all essential)





This role will offer you the opportunity to move into an extremely strong organization that has a proven record of success. You will have an excellent opportunity to work within a leading global team and should therefore be looking to take management responsibility and work with colleagues who are renowned for success in this space.



This is a successful company and therefore the salary will be competitive. The level of the hire depends upon your competency in interview. Interviews are taking place currently therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly to strategy@selbyjennings.com or visit our Website, www.selbyjennings.com. ALL CVs must be submitted in word format.

Top US volatility hedge fund is seeking an experienced IR/FX and Hybrids Derivative Modeller to join its highly profitable derivative trading business in New York.

The fund has $2bn AUM and is expanding at an alarming rate with the acquisition of some of the best trading talent on Wall Street. The firm has been ruthless in its quest for market superiority and this is highlighted in their exceptional compensation packages to attract the best people in the market.



They are looking for an experienced quant who can hit the floor running and help build up the analytics library for the IR/FX business. This will require a quant who can build original models from scratch but also the ability to implement and adapt these models in the library. Therefore a excellent level of financial mathematics (Stochastic processes, PDE’s, Monte Carlo) and programming (mainly in C++) is required.



This role is in a fast paced environment and directly reports to trading and senior business managers, therefore candidates that shirk away from this sort of pressure should not apply. The successful candidate will be paid exceptionally well, but will also find many doors in the company hierarchy open to him.



Qualifications:

Significant experience working as a front office quant covering IR/FX and/or Hybrids (other asset classes will be considered)
An excellent level of financial mathematics regarding derivative pricing
In depth programming ability and library implementation experience
Excellent communication skills
Ability to perform well in pressure situations


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

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

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.



This bank has an exceptional team with exceptional opportunities, rarely seen in this space.



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

www.selbyjennings.com

+ 44 (0) 207 019 4137

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

· Structuring and pricing innovative solutions for equity derivative products across Asia (S.E. Asia, Middle East, Singapore)

· 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 Asian Market (including Hong Kong, China, Singapore, Taiwan)

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

Top tier Investment Bank in NY and London is looking for an experienced financial engineer to join the Interest Rate Structured Products Desk. The group is responsible for all sales, structuring, packaging and trading of structured rate products,[Cross Market, Yield Curve, Directional, Principal Protection, Non-Inversion Notes]. The candidate will have 2+ yrs of experience working on pricing inquiries and developing product offerings for either European or NA Capital markets. The candidate must have advanced quantitative and pricing skills and hands on experience supporting sales people, working with clients, managing deal flow, and interacting with trading desks. The role requires superior communication skills and will be highly visible.

This exceptional top-tiered US Investment Bank is looking to expand its Front Office Commodity Exotic Derivatives Quantitative team. The talented candidate chosen to join their award-winning ranks will be working closely with the most highly regarded Senior Traders and Senior Directors in the industry. This Investment Bank is looking for an individual to Head their Commodity team, with the idea to expand further.



Requirements:

-Extensive previous experience working in the Commodity business.

-Those with experience from a top-tiered bank have an advantage.

-Extensive experience with Commodity Exotics and Commodity Derivative products.

-PhD Mathematics/Physics/Financial Engineering or other related topic.

-Must have stochastic volatility, vega, and stochastic skew and smile dynamics experience.



Responsibilities:

-Candidate will oversee Analytic Quant support, ensuring that projects run smoothly, and solving any issues that may arise.

-Working closely with trading desk/risk management/sales team, liaising on a day-to-day basis ensuring successful operations.

-Will be working with Commodity Exotics and Commodity Derivatives products.

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



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

My client a top tier European bank has an active headcount for a mid level fixed income marketer and structured products specialist to work in London. Role will involve the following:

Idea generation and innovation, structuring, marketing, documentation and execution
Offering new products to internal investors and clients in rates/ credit and FX derivatives- both short/ medium and long term solutions on both the asset and liability side
Built partnerships with local financial institutions - local banks, asset managers, insurance companies and large distributor chains for structured product distribution.
Lead client meetings and delivered presentations
Increase P and L of the desk
My client can only hire candidates who have the following work history

Ideal candidate will be around Associate level or Vice president
Essential to be either a fixed income/ interest rates structurer/ sales or marketer
This role will involve vanilla and exotics interest rates and credit derivatives
Any European languages such as Scandinavian/ German/ French or Italian would be a plus
My client would consider candidates with either institutional/ retail or corporate experience
This role requires good sales skills/ marketing knowledge but also a good technical understanding of derivatives
Excellent opportunity in one of the top 5 fixed income sales teams in the market. Good salary/ base and career prospects

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 one of the top tier European investment banks is looking to build out an FX derivatives indices business and is looking to hire both a VP and Director for the team in London. Leading FX derivatives structuring team has a very strong backing from senior management to develop this new business. My client is actively seeking the following skills to add value to the desk:

· Structurers who can build/ construct indices across FX derivatives indices/ alphas/ betas/ trading strategies

· Expertise/ ability to create indices that will be developed into tradable products across multiple asset classes.

· Writing documentation and back testing strategies.

· Marketing of strategies together with sales

· Working on product innovation/ idea generation

· Track record in indices structuring/ strategy and ability to spearhead a new fixed income indices business and generate high level of P and L

This is a very specific role and would only be a suitable fit for certain candidates:

· This is a senior hire and my client will only hire VP/ Director or Executive Director level candidates

· Proven track record or skills in the development/ construction of indexes/ indices is essential. This is a product innovation role and not a generic pricing structuring role

· Successful candidate must have a track record in successfully building/ and or working on an indices/ algorithm structuring team

· My client wants to hire an individual from one of the top houses

· Multi asset or FX or fixed income or equity structurers/ quantitative strategists with expertise on algorithmic strategies/ dynamic/ alpha products would all be of interest

Excellent role in an exciting new business with high guaranteed remuneration on offer for the right candidate

For more information please send a word copy of your CV to the Structuring team on structuring@selbyjennings.com, call us on 00 44 207 019 4139, or visit www.selbyjennings.com. No PDFs please.

Excellent opportunity for good structurers to work for a highly professional well regarded US investment bank. The client a well respected Global Head of FX is looking to expand his team in London/ Hong Kong and US therefore he has a headcount for mid level FX structurers in all locations. Responsibilities may include:

· These vacancies will only suit FX specialist structurers or perhaps very good technical FX sales candidates

· This is a structuring role and so requires pricing/ idea generation and marketing skills

· Role will involve pricing and dealing with clients on a face to face basis- institutional and corporate

· Working on and producing trade ideas

· Dealing with internal trading issues and helping run the risk of the FX options book

Types of candidates my client would consider are.

· Essential to be an FX structurer or trader

· My client would consider good FX candidates in either Asia/ US or London as he has multiple headcounts

· Important to have good technical skills/ knowledge of how FX products impact on the trading book and a good concept of FX derivatives

· Essential to be creative and commercially minded

· My client prefers candidates with an aptitude to learn new techniques and skills quickly,

· Candidates who are able to work in a client facing environment are desirable

· My client seeks excellent local knowledge of Greater China/ US markets and European markets.

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

This is an opportunity for a PhD graduate, who has studied a quantitative subject, to join the trading strategy research team within leading European Hedge Fund. The successful candidate will benefit from a collegiate environment, learning from and working with some of the most successful candidates in this space.

My client was one of the first hedge funds to be setup in London. Privately backed, they have not suffered from redemptions like many of their competitors and indeed have continued to flourish through the market dislocation over the last couple of years. Their quantitative research group is responsible for researching, computising and running the algorithmic trading strategies and continued success has seen the requirement for a new hire within the group.

Working within this group, you will be exposed to trading across different asset classes at multiple frequencies, from high to low. An open and collective approach means you will be exposed to the strategies already in production, as well as contributing to the development of new ideas. This differs greatly from the norm and sees employees careers progress more efficiently than at rival firms.

Requirements

Suitable candidates will have a PhD in a quantitative discipline (such as maths, computer science, physics etc) from a leading university. Strong problem solving skills, particularly in statistical and probability fields is required. Furthermore, the successful candidate will have experience in computer programming (C++, C#, Matlab etc.). A demonstrable interest in the financial markets is required.

If you would be interested in discussing this role in more details, please either send an email in response to this advert (w.murday@njfsearch.com) or call Will on +44 207 604 4444.

Top tier European investment is seeking an experienced quantitative developer for a front office role on the Equity derivatives trading desk. The bank has shown very impressive Q3 figures and is looking to further expand its Equity Derivatives platform in London. You will be working within a team of 6 and be responsible for the development of complex analytics and pricing models for the desk as well as the development of analytics software.



Qualifications:

Experience developing pricing models and software within equity derivatives in some capacity such as analytics, risk management or strategy development
Solid experience with C++, Matlab or Splus, C#, VBA / Excel, and databases (SQL)
Must have solid understanding of statistical analysis, probability, and linear algebra
Experience working with real-time systems and market data (Reuters, Bloomberg)
PhD in highly quantitative field, Mathematics, Physics, Financial Engineering

This top-tiered US Investment Bank is looking to take on only THE most talented Valuations Analyst to cover their award winning Derivatives desk. This leading Investment bank is also offering a tailored training scheme, which has been hailed as the best training scheme in the industry for this area. They offer training which is moulded and tailored to fit that individual’s strengths and weaknesses, allowing them to grow quickly with the company. It will propel the individual to becoming a team leader and manager in less than a year and with the company’s plans to expand rapidly the successful candidate will be expected to head a growing team of their own.



Responsibilities:


-Generate internal/external NPV discrepancy report.

-Develop methodology for NPV discrepancy attribution based on risks. Enhance model control and risk management.

-Derivatives models utilized: CDS model, base correlation model for tranche product, SABR model for interest rate derivatives, LSV model for FX options, Black model, etc.

-Analyze firm-wide liability management. Improve hedge effectiveness using interest swap, cross currency swap, etc.

-Running and managing a team of juniors, overseeing projects and training.



Skills, education and experience:

-Extensive previous experience working in a Valuations role or model validation team.

-PhD in a Finance related degree i.e. Mathematics/Physics/Engineering from a top school.

-Good knowledge of C++/Matlab and other programming skills.

-Experience working with EQ, Credit, Commodity products.

-Experience working with Derivative models.



This bank has an exceptional team and is offering an exceptional salary with generous benefits.



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

www.selbyjennings.com

+ 44 (0) 207 019 4137

A top global investment bank is looking to expand its structuring team in Mumbai India. They are looking for client facing structurers to fill a number of positions responsible for looking after corporate clients from the oil/ gas/precious metals/ FX/ Equity derivatives in India and Asia.Responsibilities include:

· Structuring/ pricing of commodities/ FX/ Equity/ Interest rates/ Credit derivatives

· Originating derivatives solutions across all asset classes/ structuring and executing deals to corporate clients

· Originating and structuring physical oil/ gas and metals products

· Meeting clients in India and Asia and pushing derivatives

Skills required

· Strong product knowledge and understanding of technical concepts: exotic options theory and pricing of related products,

· Experience of working within structuring/ trading or sales

· Ability to speak local Indian languages is an advantage

· My client only wants front office staff from investment banks.



It is a fantastic opportunity to join a growing team with real knowledge base development opportunities and the chance to progress further into sales focused career or a senior structuring position in the medium term.

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

Our client is a Global Investment Bank which is looking to add a Front Office Quant Analyst to join their highly talented team. The candidate will primarily a modeller and be exposed to a wide range of products and business units and will be working alongside some of the most talented Quant Analysts in the industry.



This Global Investment Bank has been praised for its cutting-edge approach to finance and is looking for someone who can hit the ground running and adapt quickly to the fast-paced and dynamic environment.



This Investment Bank offers a highly recommended training scheme, suited exactly for the individual and is tailored to their strengths.



Requirements:



Implement a new valuation model for swaps, asset swaps, cross-currencies swaps.
Pricing of FI-FX vanilla products (Bonds, interest rate swaps, CCY swaps, asset swaps, CMS, cap, floor)
Management of Market Data and interfacing with Front Office Pricing systems.
Analyse trades and implementation of investment strategies.
Management and Optimisation of Hedging processes.
PhD from a top university/school


This progressive bank are looking to use their impressive financial position to add to their exceptional team with opportunities rarely seen in this space. Excellent salaries are also offered, with bonuses guaranteed for 2010.

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

Top tier investment bank is currently looking to bring on a senior Equity Derivatives quant for a team lead position within its Model Validation team.



It is a global group and the successful candidate would manage Equity Derivatives operations in London, New York and Hong Kong.

The banks Equity Derivative business is booming and the number of pricing and portfolio models coming from the front office is ever growing. The part of the Model Validation is key and they deal with modeling assumptions, computational aspects and implementation, parameter calibration, correct data sources and best market practices. The successful candidate will ensure that all of the models for the Equity Business are efficient and accurate.



This role requires a very high level of technical capability as well as a deep product knowledge within the Equity business.



Qualifications:

Expert level of financial Mathematics with hands on application of stochastic processes, PDE’s and Monte Carlo simulations.

Exceptional academic background with a PhD (preferable) or MSc in a highly quantitative field. E.g. Mathematics, Physics, Computational Mathematics.

High level of computational ability in C++, VBA, Matlab etc.

Significant experience working on Equity linked Derivatives from a front office or Model Validation position.

Leadership experience would be preferable



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

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

My client a top global investment bank has an exciting new position to offer in Malaysia located in Kuala lumpur. They are looking for a structuring/ sales candidate who will be able to operate a multi asset role working closely with sales teams. The successful candidate will be paid at a highly competitive rate. Responsibilities include:

· Responsible for selling flow IR: basis swap, plain swap and cross-currency swap,

· Structuring, pricing and selling cross asset products- credit/ FX/ Equity/ commodities

· Structured rate products for clients to solve IR/currency mismatch of liabilities and assets

· Meeting clients in South East Asia- Malaysia/ Thailand/ Philippines and pushing products and increasing P and L

Skills required,

· Experience in designing and selling derivatives products in one or more of the following areas (FX, Interest rate, Credit, Real estate, equity and commodities)

· Knowledge of the Asian Pacific market or South Asian market

· Experience in a client facing position ideally sales or structuring

· This role requires multi asset sales experience in Asia or structuring skills. The perfect candidate would be based in Malaysia or have experience of this market in either derivatives sales or structuring

· My client would consider good candidates based in Hong Kong or Singapore keen to relocate to Malaysia

· Malay is highly desirable but not essential. English is a pre requisite

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

My client a top investment bank has an excellent opportunity to offer. They are looking for FX structurers to fill multiple roles ranging from Junior to senior levels. They are offering competitive rates of pay and an opportunity to rapidly advance within the company.

Responsibilities

· Idea generation

· Developing bespoke products tailor-made to clients,

· Pro active marketing, travailing around Asia meeting clients.

Skills Required

· Essential to be an FX structurer or trader

· Highly desirable to be fluent in Mandarin but not essential

· Ideally should have experience in a client facing position,

· Experience working with precious metals is a plus.

· High preference for Asian market experience

Excellent opportunity/ high salary/ best team in the market

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

My client a top U.S investor is looking for a potential candidate to take on a Director role specialising in Debt Capital Markets. Depending on the candidate the role will either be based in London or Amsterdam.

Responsibilities

Developing European Financial Capital Market Products,
Origination and execution of Covered, Senior and Subordinated Bonds
Origination of a broad range of debt linked solutions,
Analyzing investor capacity and creating and presenting client pitches,
Skills Required

Ideal candidate will be minimum Vice President and maximum Director
Experience of European Debt Capital market transactions are favourable
My client can only hire a debt specialist with experience in originating or executing debt products- high yield/ bonds/ investment grade
Any Dutch speakers are highly desirable
The team has a very strong European client base already and provides an excellent platform for individuals with the right skill set to expand their coverage as well as their knowledge base across the DCM spectrum.

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

Large Japanese investment bank is seeking an experienced individual with a background in model validation to join the highly technical Derivatives ModVal group in Hong Kong. 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

My client one of the best US investment banks and top producers in commodities has an active headcount for a Director or Managing Director to head up the corporate commodities structuring business in London. Ideal candidate will already be heading up a commodities structuring or trading unit and be keen to join one of the best US houses on the street. Role will involve the following:

Managing a team of 4 commodity structurers out of the London office
Structuring/ pricing and marketing the commodity derivatives- oil/ gas/metals/ energy products
Liaising with traders to manage the risk of the commodities book- giving product suggestions/ product innovation and hedging
This role involves pushing/ structuring and marketing the product suite to corporate clients in Continental Europe
My client can only consider candidates with the following skills:

My client can only consider hiring a Director or Managing Director- this is a management role
Essential to have experience in commodities for corporate- i.e. hedging/ tailoring structures to suit clients' needs and views/ providing investment and hedge ideas for the clients
My client is looking for a sharp, commercially minded commodities structurer who has a track record in meeting corporate clients
My client would be looking to hire a top structurer from an investment bank or trading house.
Any senior commodities quants or structurers working at top trading houses are particularly of interest due to the fact my client is seeking good physical commodities expertise
Very high base and guaranteed bonus on offer for the right candidate. This is a critical hire.

Several of my clients, small to mid size hedge funds, prop trading firms as well as seeders/incubators are all looking for tracked and simulated fully automated intraday< strategies - FX, Equities, Futures; seats on exchanges, co-location servers, super efficient trading platforms, ultimate payouts and of course trading and oprational capital are on offer. Employee, external managed account and corp-to-corp, on-site and remote settings. Please contact for discreet discussion.

Large Asset Management firm in London seeks junior quant/developer with 1-2 yrs of experience supporting quantitative trading desk.
Develop an implement trading apps. Work with researchers, traders and technologists designing and trading systematic trading strategies and associated technologies. PhD prefd, MS considered; hands-on with either C++, C# or Java.
UK/EU work permit possesion is needed to apply.

Premiere Electronic trading entity is seeking an experienced high frequency trader to participate in the design, architecture and implementation of the next generation of high frequency trading models. This is a great opportunity to be a major contributor to cutting edge trading systems quantitative team. Your ability to effectively contribute your concepts, trading ideas and trading strategies and take ownership of those models from design thru implementation will be keys to your success. Three or more years trading experience in related or similar capacity with a high frequency trading firm is a must.

Requirements:
PhD with a Math/Statistics oriented specialization
Exceptional understanding of the market microstructure in either equities, fixed income, commodities or FX
Experience with low latency systems
Optimization of models
Real-time systems knowledge is a plus

Compensation: Base salary plus bonus tied to PnL

Email MS Word attached resume in confidence to: resume@hrg.net
Reference Q16-NUMA, HFT on subject line.

Leading NY Metro prop firm is looking for mid and senior level Quantitative Analyst/Researchers with hands-on experience researching and building successful systematic trading models. Collaborate with team on enhancing existing and developing strategies. Work on cutting edge next generation of trading models using your Machine Learning/Artificial Intelligence expertise.

Candidates will have significant experience researching, developing trading strategies across asset classes (FI, currencies, Equity Index Futures, and commodities).
• Advanced degree in CS or Statistics.
• Academia or equivalent experience with Machine Learning, Optimization, Artificial Intelligence, or gaming.
• Excellent C++ and MatLab skills.
• Short term / intraday trading experience.
• Strong organizational and communication skills.
• Motivated to be in financial trading environment.

Potential to trade your existing strategies. Total comp $300-750K DOE

Email MS Word attached resume in confidence to: resumeDF@hrg.net
Reference DF119-NUMA, Quant Research on subject line.

One of the most prestigious and profitable high frequency equity proprietary trading desks in New York is searching for an intraday trading strategist with 3+ years experience generating alpha using short term signals. This role will also have close interaction with the group’s manager to modify and tune strategies depending on market conditions.

This is the perfect opportunity to step up to the big leagues and join a group with vast experience in the high frequency trading space. Ideal candidates will have math or science PhDs and a strong technical background. Successful candidates will be paid very handsomely.

$300,000 - $500,000

Email MS Word attached resume in confidence to: resumeBB@hrg.net
Reference BB43-NUMA, HF Trading Strategist on subject line.

A leading investment bank are looking to add a senior strategist to their newly created local markets prop trading desk in London.



The team has an excellent newly formed trading team covering the following markets:-

-CEE

-Baltics/Balkans

-ME/CIS/former CIS

-Turkey



This is an excellent opportunity to join a highly risk driven team working as a quantitative trading strategist in an idea driven position.

You should have an excellent track record as you will be expected to provide the trading teams with an edge in Emerging markets ideas and provide a story to position local markets with clients.



This group is a prop group therefore you will be employed and report to the head of trading and you bonus will be linked to the performance of the fund.



The level of the hire will depend upon the candidate however the ideal candidate will be looking for a director level role. Less senior candidates are welcome to apply as success will depend upon your ability to provide solid Emerging markets ideas to the desk.



Applicants from both buy and sell side will be considered equally however you will be expected to have a quantitative background and experience developing real time trading ideas for a trading desk or model portfolio.

Interviews are taking place currently and a highly competitive package is on offer. Please apply directly to strategy@selbyjennings.com or visit our website at www.selbyjennings.com - All CV’s must be sent in word format.

Our client is large European shipbroker looking to expand its freight forward futures desk. This is a position for either a current FFA broker looking for a faster paced environment within an expanding company or a cross commodity derivative broker looking for a change in product.



The ideal candidate;

- will have knowledge of the dry derivative markets

- have passed all relevant derivative broking examinations

- Be based in London (or willing to relocate at short notice)

- Be hard working with and can demonstrate working under pressure and attention to detail.

To apply; please send a word copy of your resume to

sales@selbyjennings.com

www.selbyjennings.com

0044207 019 4138

This award winning US Investment bank is looking to take on THE most talented juniors to come on as a Quant Developer, covering FX/EQ and Commodity products. The candidate will be exposed to a wide range of products and business units and will be working alongside some of the most talented Quant Analysts in the industry. This investment bank has been praised for its cutting-edge approach to finance and is looking for someone who can hit the ground running and adapt quickly to the fast-paced and dynamic environment. This Investment Bank offers a highly recommended training scheme, suited exactly for the individual and is tailored to their strengths.



Responsibilities:

-Developing and maintaining the analytics library.

-Developing and implementing quantitative 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.

- Research, implement and maintain pricing models for equities, FX, commodities derivative and hybrid products.
- Work closely with product development through the full development cycle, from the product initial specification to final delivery to clients.
- Work with application developers on integration and testing.



Skills, experience and qualifications:

-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.

-Strong communication skills.



The team has outstanding bonus opportunities, based on high performances.



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

www.selbyjennings.com

+ 44 (0) 207 019 4137

My client one of the top tier European investment banks is looking to build out a fixed income indices business and is looking to hire both a VP and Director for the team in London. This project will be led by a well respected Managing Director and well know name within indices strategy/ structuring who has recently joined the platform. My client is actively seeking the following skills to add value to the desk:

· Structurers who can build/ construct indices across interest rate/ credit and FX

· Expertise/ ability to create indices that will be developed into tradable products across multiple asset classes.

· Writing documentation and back testing strategies.

· Marketing of strategies together with sales

· Working on product innovation/ idea generation

· Track record in indices structuring/ strategy and ability to spearhead a new fixed income indices business and generate high level of P and L

This is a very specific role and would only be a suitable fit for certain candidates:

· This is a senior hire and my client will only hire VP/ Director or Executive Director level candidates

· Proven track record or skills in the development/ construction of indexes/ indices is essential. This is a product innovation role and not a generic pricing structuring role

· Successful candidate must have a track record in successfully building/ and or working on an indices/ algorithm structuring team

· My client wants to hire an individual from one of the top houses

· Multi asset or FX or fixed income or equity structurers/ quantitative strategists with expertise on algorithmic strategies/ dynamic/ alpha products would all be of interest

Excellent role in an exciting new business with high guaranteed remuneration on offer for the right candidate

For more information please send a word copy of your CV to the Structuring team on structuring@selbyjennings.com, call us on 00 44 207 019 4139, or visit www.selbyjennings.com. No PDFs please.

Top tier European investment is seeking an experienced quant for a front office role on the Equity derivatives trading desk. The bank is looking to further expand its Equity Derivatives platform in New York. You will be working within a team of 6 and be responsible for the development of complex analytics and pricing models for the desk as well as the development of analytics software.



Qualifications:

Experience developing pricing models and software within equity derivatives in some capacity such as analytics, risk management or strategy development
Solid experience with C++, Matlab or Splus, C#, VBA / Excel, and databases (SQL)
Must have solid understanding of statistical analysis, probability, and linear algebra
Experience working with real-time systems and market data (Reuters, Bloomberg)
PhD in highly quantitative field, Mathematics, Physics, Financial Engineering




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

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

A rare and fantastic opportunity has emerged in this leading top-tiered Investment Bank at their headquarters in London. The role will expose the individual to FX Exotic Derivative products, and will see the candidate working with exceptionally talented Quant analysts and traders, who are well known and highly respected in this field. The candidate will gain experience which will propel his/her career making this individual one of the most attractive and hireable in the market. This role is fast becoming one of the most sought after positions amongst front-office Quants, and only those with exceptional talent will succeed.



Responsibilities:

-Managing own team of junior quants, assisting with training and projects.

-Conducting daily derivative analysis and theoretical bond research.

-Researching and understanding model risk, managing effects and solutions.

-Developing own models, to be used by most senior traders.

-Conducting model validation, model control and understanding model trade.

-Ensuring continuing price verification analysis of all exotic products.



Skills, education and experience:

-PhD in Mathematics/Physics/Financial Engineering from a top university.

-Some previous industrial experience i.e. completed internship.

-Strong programming skills, i.e. VBA, C++, Matlab.

-Possess a strong interest in modelling and exotic products i.e. Credit, FX, IR and EQ.

-Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis.



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



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

www.selbyjennings.com

+ 44 (0) 207 019 4137

One of the most successful and highly regarded quantitative hedge funds is looking to hire a world class quantitative computer programmer at the entry level . Your role will involve designing and building an environment in which the quantitative analysts can design and build trading algorithms. You will be responsible for creating and building state of the art technology. You will be joining a team of very highly qualified programmers and quantitative scientists and you will work hand in hand with them to extend the performance and functionality of their quantitative trading systems. As a candidate working for this firm, you will receive access to some of the most advanced computing resources available. The work will be very fast paced and intellectually challenging


Requirements:-

To apply for this position, you must have a PhD in a math- related discipline and there is a very strong preference for graduates from a top 20 school. This is an elitist team so the candidate who will get the role here will be educated in a highly quantitative course like mathematics, physics or engineering or computer science. Successful candidates have traditionally been the top students in their respective departments.

You must have exceptional programming skills and a passion to build and create quality software. Experience using at least 4 or more computer languages is essential ( C==, C#, C, Python, Matlab, Perl, php, S-Plus, R)

You may have contributed to open source projects.

User interface design experience is a huge plus.

My client are ready to hire asap and are ready to pay very well for the right candidate.

Top tier Investment Bank in NY is looking for an experienced financial engineer to join the Interest Rate Structured Products Desk. The group is responsible for all sales, structuring, packaging and trading of structured products [Inflation-Linked, Yield Curve, Principal Protection, Non-Inversion Notes]. The candidate will have 4+ yrs of experience working on pricing inquiries and developing product offerings for North American Capital markets. The candidate must have advanced quantitative and pricing skills and hands on experience supporting sales people, working with clients, managing deal flow, and interacting with trading desks. The role requires superior communication skills and will be highly visible.

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

· Structuring and pricing innovative solutions for equity derivative products across Asia (S.E. Asia, Middle East, Singapore)

· 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 Asian Market (including Hong Kong, China, Singapore, Taiwan)

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

A top global investment bank is looking to expand its coverage of Eastern European emerging markets. They are looking for client facing structurers to fill a number of positions responsible for looking after corporate clients from the oil/ gas/’ precious metals sector. Responsibilities include:

· Managing a book of small to large corporate client in Eastern Europe ranging from £1.5mill to half a billion.

· Originating derivatives solutions across all asset classes/ structuring and executing deals to CIS and CEE.

· Originating and structuring physical oil/ gas and metals

Skills required

· Strong product knowledge and understanding of technical concepts: exotic options theory and pricing of related products,

· Experience of working within Emerging markets

· Ability to speak eastern European languages is advantages

· Ideal candidate will be able to structure and sell fixed income or debt products

· Origination skills highly desirable.

It is a fantastic opportunity to join a growing team with real knowledge base development opportunities and the chance to progress further into sales focused career or a senior structuring position in the medium term.

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

Our client,a multi-strategy investment manager,is seeking seven + years of PM to implement and oversee portfolio allocations,management of strategies,and identification of asset classes,hedges,and instruments for portfolios and products. Experience requires multi-class analysis,portfolio construction, evaluation of derivatives, holdings based and returns based analytics. Must have exceptional communications skills and strong presentation skills. Graduate degree and CFA is desired.

My client a highly reputable investment bank, is looking to rapidly expand there coverage of the emerging markets in Africa. Role is based in Lagos, Nigeria. They are looking for a dynamic individual to work in a cross asset structuring position covering Debt Capital Markets, working in conjunction with the sales teams in a client facing environment. The client has a mandate to hire for multiple positions ranging from mid to senior levels. They are offering a highly competitive pay package and rapid career progression within the company.

Responsibilities,

Originating, structuring and executing fixed income products, for emerging markets countries in Africa
Managing existing client relationships and sourcing new business
Engaged in cross currency interest rate swaps with overseas counterparties.
Requirements

Knowledge and experience of operating within emerging markets,
Experience in designing and selling derivatives products in one or more of the following areas (FX, Interest rate, Credit, equity and commodities)
Experience in a client facing position, ideally debt origination
If you are primarily from a sales background then providing transcripts of deal experiences are advantages.
This role is based in Lagos and so successful candidates must be willing to work in Lagos
To apply please send a word version of your resume to structuring@selbyjennings.com or call 0207 019 4139 to discuss. www.selbyjennings.com

My client a top global investment bank has an exciting new position to offer in Malaysia located in Kuala lumpur. They are looking for a structuring/ sales candidate who will be able to operate a multi asset role working closely with sales teams. The successful candidate will be paid at a highly competitive rate. Responsibilities include:

· Responsible for selling flow IR: basis swap, plain swap and cross-currency swap,

· Structuring, pricing and selling cross asset products- credit/ FX/ Equity/ commodities

· Structured rate products for clients to solve IR/currency mismatch of liabilities and assets

· Meeting clients in South East Asia- Malaysia/ Thailand/ Philippines and pushing products and increasing P and L

Skills required,

· Experience in designing and selling derivatives products in one or more of the following areas (FX, Interest rate, Credit, Real estate, equity and commodities)

· Knowledge of the Asian Pacific market or South Asian market

· Experience in a client facing position ideally sales or structuring

· This role requires multi asset sales experience in Asia or structuring skills. The perfect candidate would be based in Malaysia or have experience of this market in either derivatives sales or structuring

· My client would consider good candidates based in Hong Kong or Singapore keen to relocate to Malaysia

· Malay is highly desirable but not essential. English is a pre requisite

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

One of the leading European investment banks is looking to expand its IR and Hybrids library with the acquisition of a highly experienced Quantitative Modeller.

The bank is renowned for having one of the strongest quant teams globally and so is seeking the very best candidates in the market to take the group forward.



Responsibilities:



Designing and implementing models to support exotic and vanilla interest rate derivative trading working very closely with the desk to cover products such as, Libor Range Accrual, European/Bermudan swaption, CMS spread options, and cap/floor, callable/cancellable swap.
Designing and implementing multi-currency FHJM Monte Carlo simulators to deal with interest rates, Commodity, FX and credit hybrid products.
Developing pricing models and building up the C++ library in order to integrate with the banks advanced trading systems.
Help lead a team of highly technical PhD Quants and IT support to create a highly efficient business unit.


Qualifications:



Significant experience in interest rate and Hybrid products and modeling.
Strong academic background to PhD level in a highly quantitative field, such as Computational Finance, Mathematics, Physics, Financial Engineering etc.
Exceptional Mathematical modeling credentials, with working knowledge of Stochastic Volatility with jumps, advanced PDE’s, Libor, HJM etc.
Strong programming knowledge in C++, C, Visual Basic, Java, SQL, VBA etc.
Good leadership ability with clear communication skills.


For more information please contact the Quant Exotic team on 0044 (0) 207 019 4137



Please apply to quantexotic@selbyjennings.com with CV in Word format

www.selbyjennings.com

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.

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

My client a top tier European investment bank is offering a unique opportunity for talented FX structurers to join its structuring team in Singapore. My client has an active headcount for an Associate and also a Vice President to join the team. These are critical hires due to an unprecedented level of business on the desk. Responsibilities will include the following:

· Meeting North East Asian clients and structuring FX derivatives

· Presenting and retaining business in both Mandarin and English

· Design, innovation, pricing, execution and booking of structures for both Asset and Liability side products

· Daily pricing and executing exotic and semi-exotic FX structured products, such as target forward, target pivot, target shelter and cooperating with corporate sales to design tailored solutions to hedge clients' FX exposure.

It is essential to possess the following skills in order to be interviewed for this role:

· Essential to be a FX structurer or trader with experience of the Asian market

· My client is only able to hire a structurer with proven track record in FX/ Fixed income structuring in Asia

· This role requires Mandarin and English language skills

· Good communication skills/ pricing knowledge/ quantitative abilities and commercial skills are all important for this position

· My client’s ideal hire would be a dynamic and ambitious FX structurer already working in a top tier firm in Asia and looking to join a stronger platform

For more information please contact the structuring team on structuring@selbyjennings.com or please send your CV to this address in a word format. www.selbyjennings.com

A world class FX and commodity structuring team who are part of a leading top tier bank are looking to expand their team. They are looking to fill a junior to mid level role and are offering competitive rates of pay.

Responsibilities will include:

· Advise and structure FX hedging solutions for Banks, Corporate, Asset Managers and Private clients,

· Pricing FX / Commodities Investment solutions for internal or external clients,

· Lead internal and external trainings and courses on derivatives, investment opportunities and hedging solutions.

My client can only consider the following work history:

Must have experience in FX or commodity structuring (both would be advantages)
Must have experience in structuring of hedging solutions,
Marketing of derivatives to clients.
For more information please contact the structuring team on structuring@selbyjennings.com or please send your CV to this address in a word format. www.selbyjennings.com

My Client a leading European investment bank is looking for a junior to mid level equity structurer to fill a position in Hong Kong. They are looking for structuring candidates to work between the quants and sales teams who will be able to work closely with their clients.

Responsibilities:

· Working on the equity derivatives desk on the trading floor,

· Pricing of equity exotic structures,

· Permanent interaction with trading - determination of pricing parameters, analysis of model impact.

· Development of new pricing tools in cooperation with R&D and IT department.

Skills my client must have:

· Essential to be as an equity structurer in Asia from a top house

· Highly desirable to have a good track record in structuring complex transactions in Asia

· Must have well founded technical knowledge,

· Must have good experience in sales,

· Must be able to work with new pricing technology,

· Ability to speak mandarin is desirable but not as pre requisite

· My client would also consider goof technical equity sales and traders keen to work in a structuring role

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

My client one of the top US investment banks in the world has a fantastic opportunity to offer a potential candidate. They are looking for a Vice President to fill an exciting and diverse new role working as an equity capital markets originator in London, dealing with clients in the Middle East region. Responsibilities will include:

· Origination/ structuring and execution of equity transactions

· Leading pitching efforts in IPOS/ convertible bonds/

· Preparing Deal Marketing materials/ due diligence/ legal papers

· Credit Analysis, Equity story analysis and Valuation work,

· Preparing Investor materials / Distribution.

· Actively meeting clients in Dubai/ Qatar/ Abu Dhabi/ Saudi and winning mandates

Skills Required

· Strong ECM experience

· Experience working in the emerging markets ideally MENA region

· Experience in a client facing possession,

· Strong deal list and proven track record in originating and executing transactions

· Experience of convertible bonds/ IPOS/rfp's/bids and pitches is essential

· My client would consider hiring exceptional ECM originators without the experience of the Middle Eastern market.

The successful candidate will be given the opportunity to work in a diverse and active environment, in a team that will allow clear career progression. To apply please send a word version of your resume to structuring@selbyjennings.com or call 0207 019 4139 to discuss.www.selbyjennings.com

An excellent opportunity has emerged to play a key roll in developing and maintaining price verification processes for the full range of products covered by this award winning team, and to contribute to the development of reserve policies in these areas. For the right candidate this experience would open up a number of rewarding career opportunities, both in London or possibly other international postings, as the candidate will be reporting directly to Managing Directors and provided with fast-track training to becoming MD’s sooner than if this individual worked anywhere else. This top-tiered bank is renowned for its cutting edge approach to finance and is recognised globally as market leaders.



Responsibilities:

-Maintaining and developing price verification processes for credit and mortgage (ABS, MBS, CMBS) products in EMEA, with primary focus on the approaches to independently valuing

-Illiquid assets - especially distressed and illiquid corporate securities,

-Structured credit transactions – CDO’s, CDO^2s, options

-ABS, MBS, CMBS

-Ensuring effective and timely communication of results and risks to senior management

-Pre-trade analysis of valuation and model appropriateness

-Review of appropriate valuation methodology post trade

-Full book pricing review

-Contributing to development of knowledge of the wider Finance team

-Developing and ensuring the appropriateness of valuation adjustment methodologies.

-The candidate will need to build strong working relationships with senior business and finance management, risk management and fellow professionals in other support groups



Skills, education and experience:

-Highly numerate problem solver, good spreadsheet and systems skills. Strong numerical aptitude required, demonstrated by proven academic record.

-Extensive experience of price verification and valuation of illiquid assets and structured transactions

-The candidate will be a self-starter capable of acting on their own initiative and confident talking to Front Office and Risk on issue identification and resolution.

-Experience in an investment banking environment or alternatively gained from major exposure to investment banking clients in practice.

-Strong IT skills in access, excel and VBA.



Individual will be working in an exceptional team, and offered bonuses rare in this market.



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

www.selbyjennings.com

+ 44 (0) 207 019 4137

One of the world’s leading investment banks is seeking to hire an experienced and passionate C++ software engineer to join their front office fixed income trading team based in Paris. You will work in a small and dedicated team of senior software developers and take a lead role in a number of upcoming cutting edge global projects, from design and development through to implementation and testing. The bank have placed a lot of budget in this team for the coming year and you will be expected to be quick thinking, innovative and able to work in a fast paced pressurized environment.



The ideal candidate will posses the following skillset,

Outstanding C++
Java
UNIX/LINUX/Windows
Experience working in a financial software development team
Outstanding communication skill


This is a fantastic opportunity to cement your career in a team that will offer excellent career development opportunity and business exposure. You will be recognized as one of the key, leading figures of the team and work closely on a daily basis with traders, quants and very senior business management in Paris, London and New York. The bank are known to offer employee’s excellent benefits, with bonus likely to be extremely competitive given the current success of the team. If you are an accomplished software engineer looking for a new challenge and are interested in this opportunity, please apply directly to development@selbyjennings.com

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 NY 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 members 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

This exceptional forward thinking Investment bank has been tipped to be the leader in finance in 2010, and is opening its doors to only THE most talented Senior FX Quant Analysts in the industry. Their largest offices in Paris are looking to expand at a rapid rate, considering they have been doing extraordinarily well in 2009 and are envisioning an even fruitful 2010. If you are not motivated and driven to be the best, this role is not for you. They are looking to hire someone to manage one of their large team of talented quants, who has the ability to encourage and inspire. The successful candidate will be overseeing many of the advanced projects. The candidate will also be put on a training scheme to advance their career to Director Level.



This opportunity will see the candidate being paid extraordinarily well, with garuateed bonuses offered and generous benefits rarely seen in this industry.



Responsibilities:

-Involved in development and design of the fast growing PDE-based C++ library.

-Managing a large team of exceptionally talented Quants, which is expected to expand rapidly itself.

-Supporting the highly talented FX Exotic traders, who are some of the most highly respected traders in the world. This trading floor is one of the biggest seen and are expected to expand further.

-Pricing multi-asset products and barrier options using Analytic, Monte-Carlo and PDE techniques.

-Model development; Testing models for short and long-dated products.



Experience, Skills and Qualifications:

-Extensive previous industry experience, preferably in the area of short-dated FX (although they will also consider someone who has worked in Rates but has had exposure to long-dated FX products).

-Experience and strong understanding of Murex Flex API (although not absolutely necessary).

-Strong C++ programming skills are absolutely essential.

-Strong Mathematician or Physicist who is an excellent programmer, with a PhD from a credible school.



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

www.selbyjennings.com

+ 44 (0) 207 019 4137

Open vacancy for an Intermediate to Senior level Quantitative Analyst experienced in algo execution modeling: pre-trading, transaction cost, market impact analysis, use of strong knowledge of market microstructures, historical/tick data analysis, hands-on programming (C/C++/Perl).MS/PhD in Math, Physics, EE, Computer Science and 2 + yrs of experience in quant trading modeling at a systematic hedge fund or within bank - at either execution or high-frequency trading desk.

Proprietory Automated Futures Trading: seat holder at CME has built necessary infrastructure for highly efficient electronic trading of futures (index, currencies, commodities) and seeks Traders based in NY, Chicago or London who offer intraday strategies (hours to milliseconds avg holding period)strategies with Sharpe of 2+, reasonable drawdowns and standard deviation. Only fully automated strategies are of interest.Employee or external managed account setups. Possibility of partnership/capital investment for independent traders and/or small funds.

Top tier Investment Bank in NY is looking for an experienced financial engineer to join the Structured Products Desk. The group is responsible for all sales, structuring, packaging and trading of structured products across commodity, interest rate and currency assets. The candidate will have 4+ yrs of experience working on pricing inquiries and developing product offerings for North American Capital markets. The candidate must have advanced quantitative and pricing skills and hands on experience supporting sales people, working with clients, managing deal flow, and interacting with trading desks. The role requires superior communication skills and will be highly visible.

Top Investment Bank is looking for a Structured Credit Valuation Analyst to work with the Global Counterparty Portfolio Valuation Control team in New York. The team provides independent valuation, review, surveillance and analysis of the firm's structured credit derivatives and hybrid transactions. The candidate will have at least 3 yrs of relevant experience applying technical expertise to the valuation, analysis and review of complex, exotic derivative transactions. M.Sc in a quantitative field is preferred and experience in C++ and Excel is required. Candidates must have experience in interest rate and/or credit derivatives. Role works closely with traders, controllers, research quants, & risk managers.

The largest and most succesful European Investment Bank is looking for some of the most talented juniors to join their head-offices in London. The Quant team they will be joining has been praised for their unique way of approaching finance and constructing models used by nearly all traders globally. The candidate will be offered unique training which will provide a strong platform for their career, and fast-track them to managerial positions. The candidate will be working with some of the most talented Quant Analysts in the industry, and offered rare exposure to other business areas.



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.



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 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.



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

An exceptional opportunity at this leading Investment Bank has emerged at their head-offices in New York. They are looking to take on the most talented professional to join their ranks and be one of their senior leaders. They are looking to take on someone who can manage, lead and inspire one of their quant teams, which will be expected to expand rapidly. This individual will be working with some of the most respected Quant Analyst in the industry, and reporting directly to the Managing Directors. The Quant teams have been praised for their cutting-edge approach to finance and lead the way in terms of techniques and model design, which are followed later by their competitors. This candidate will also be working side-by-side with the largest exotics trading floor in the world, supporting some of the most award winning traders. This position is not for the faint hearted and if you have the following requirements and passion to succeed this position could be for you.



Responsibilities:

-Proactively monitor market trends and potential Interest Rate events to provide insights on managing exposures.

-Perform and maintain review for counterparties.

-Identify and report risk issues to management and recommend risk mitigation action.

-Participate in development and enhancement projects.

-Working with and supporting the Interest Rates trading desk.

-Adjusting variety of projects - creating pricing models and eventually improving them.

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

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



Skills, education and exp:

-Extensive experience and knowledge of Interest Rate and Exotic products. Those from a top-tiered bank will be at an advantage.

-Exceptional coding skills and solid programming skills, e.g. C++, VBA.

-Strong knowledge of general Interest Rates models.

-Experienced team leader, who has managed their own team in the past.

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

-PhD in Maths/Physics/Financial Engineering from a top-school.



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



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

www.selbyjennings.com

+ 44 (0) 207 019 4137

Tier 1 Investment Bank seeks a Senior C# developer. The C# developer will be working within the FI derivatives team and will be required to be able to lead C# development. Knowledge of Derivatives products and Mathematical models is a big advantage. Good communication skills are a must, as the role requires extensive contact with the business community.

Expert in Microsoft C#.net
A desire and ability to lead other developers, both on and off shore.
Experience of architecting investment banking software solutions.
Strong in design patterns and n-tier development, dependency injection.
Experience of CAL and WPF highly preferable. If not experience of Win Forms and CAB are a must.
Experience of producing highly performant code, grids, pub/sub.
Experience of the full project lifecycle, including gathering requirements, design, development, testing and roll out.
Good understanding of Derivative products
Must have good analytical aptitude and mathematical skills.
As lead UI developer, you will be initially learning the existing code base.
Analysis of current IT systems and helping with enhancements, new projects and business as usual activities.
Convert Excel prototype/models to applications capable of running 24/7.
Design technical frameworks and implement multi tier .NET architecture.
Liaising with the business users/ Analysts.
Responsible for the full project lifecycle, from requirements gathering to testing to roll out.
Preferably the candidate will have a long history of software development and have exposure to a wide range of technical skills.

Apply today for an immediate response




Industry IT

Location London

Start Date ASAP

Duration 6 Months +

Salary/Rate £600+

Agency Selby Jennings

Contact Contracts Team

Telephone 00 44 207 019 4146

E-Mail contracts@selbyjennings.com

Reference JSJPSCS1

Country UK

A London based Global Investment bank are looking for a highly skilled Senior Java Developer who has had direct exposure to either working alongside or with the Front Office Credit Derivatives or Fixed Income teams.

They are looking for candidates from a strong technical background as you will be delivering directly to the Front Office.

Technical Skills;

o Expert in Java technologies (Core and J2EE). Should be able to spot and exploit architectural opportunities.

o Should be proficient in Oracle and UNIX from a developers perspective.

o Must be strong in Design Patterns and Multi tier framework implementation.

As a senior developer, you will be liaising with the business users/Analysts and performing the following tasks.

Analysis of current IT systems and helping with enhancements, bug fixes etc.

Convert Excel prototype/models to applications with industrial strength.

Design technical frameworks and implement multi tier J2EE architecture.

Good exposure to software development lifecycle is required.

Apply today with an up to date word formatted version of your CV.

Industry Finance

Location London

Start Date ASAP

Duration of Contract 6 Months

Salary/Daily Rate Dependent on experience

Agency Selby Jennings

Telephone 0207 019 4125

E-mail contracts@selbyjennings.com

Reference JSSJD87

Country UK

Website www.selbyjennings.com

Our client a Global Investment Bank is looking to add a Front Office Quant Analyst to join their highly talented and rapidly growing team. The Front Office Desk Analyst will have a results focussed and exceptional mathematical mind and be looking to enter a high pressured environment as you will work with senior members on the desk.



The successful candidate will be:



¡P Implemented and realized pricers for Inflation and Interest Rate derivatives

¡P Modeling: volatility, correlations and smile in Short Rate, Market Model, and Markov Functional context. „hƒnNumerical methods: Monte Carlo simulation, calibration. ƒnC++ (Quant Lib), VBA and Matlab software and design experience.

Develop a three factors short rate / FX hybrid model, for the pricing and hedging of cross currency products, which is used to price PRDC and Bermudan options on PRDC.
The models are implemented in C++ with Excel interfaces, combining object-oriented programming, generic programming and meta programming
This is a multidisciplinary group of quantitative experts focusing on exotic derivatives modelling across all product areas with a significant presence Worldwide
Must be DEA Educated and have outstanding Mathematic skills. (ENSAE, Paris VI, EL Karoui, Centrale, Normale preferred)


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

An exciting opportunity has emerged at this prestigious Investment Bank, who are already a world-wide recognized leader. They set the industry standard in the MBS and ABS market, and are now seeking an experienced and talented interest rate modeler/programmer for the award-winning Mortgage and Asset-Backed Research Group. The responsibility includes developing and supporting interest rate models for mortgage valuation as well as analyzing relative value of MBS securities. The analyst will also be working with other groups and expected to communicate with clients on issues related to MBS pricing.



Responsibilities include:

- Research, implement and maintain interest rate models for mortgage valuation.

- Work closely with application development team through the full development cycle from product initial specification to final delivery.

- Work with application developers on integration and testing.



Qualifications, skills and experience:

- Previous experience as a modeller/programmer. Those with exposure to MBS and ABS market are at an advantage.

- PhD in Mathematics, Physics, Engineering, Finance or related field.

- Fluent in C/C++ and strong programming skills.

- Strong software engineering skills in a multi-platform/multi-programmer environment.

- Experience in parallel computing.

- Familiar with scripts such as awk, sed, perl and python.

- Working knowledge of Matlab.



The team has outstanding bonus opportunities, based on high performances.



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

www.selbyjennings.com

+ 44 (0) 207 019 4137

Company;My client is a US proprietary securities trading company, with offices in the US, UK and Europe. The company was formed to capitalize on the shift of the securities industry towards electronic platforms throughout the world.
The company and its affiliates are members of the London Stock Exchange, New York Stock Exchange, Nasdaq, Deutsche Borse, and more than 25 other exchanges and market centers around the world.

Job Description
My client is recruiting top-notch SENIOR JAVA DEVELOPERS for their core trading platform, a high-performance trading infrastructure that interconnects markets all over the world. This position works as an integral member of a small, fast-paced team dedicated to highly optimized access to electronic marketplaces. Development may include exchange connectivity, order routing and market data systems, performance tuning, core protocol enhancements, etc.

Job Qualifications
• 3-8 years of software development experience in highly complex, technical, and/or distributed systems
• Experience programming in high transaction environments and low-latency systems
• Experience with networking, both TCP and UDP. Java NIO is a plus
• Strong in core Java, especially concurrency and data structures
• Strong in C++ and extremely core JAVA programming
• Excellent working knowledge of Linux environments
• Technical agility and curiosity about the next generation of cutting edge technologies
• Excellent communication skills are required

Call Kevin Curran in Lucas Love Recruitment on 028 90 668 035

For Additional Information
The company is looking for people with extraordinary skills, experience, creativity and drive to join their rapidly expanding company.

Lucas Love act as a recruitment consultancy and adhere to all relevant legislation.

A NY based sell side dealer is looking for a Risk Reporting Analyst/Developer who will be responsible for creating and implementing Credit and Market Risk reports used by traders and risk managers. Candidates must have hands-on experience coding in C# or VB in a .Net framework, strong SQL knowledge, experience working with Crystal Reports and the ability to work independently and translate risk manager needs into state of the art analytics. The ideal candidate will have 3-5 yrs exp. working in market and/or credit risk reporting with a major commercial bank and demonstrated exp. in database design and risk report generation.

Our client is a Top US U.S. Investment Bank and is looking to hire an outstanding Front Office Quant Analyst with an extensive quantitative background to join their Rates and Inflation group in London.

The Front Office Quant Analyst will have excellent knowledge of all models ideally the major short rate market models and extensive product/market knowledge (interest rate or inflation derivatives).

Inflation: new year-on-year market model development (with smile via mixtures/ Levy/stochastic vol); hybrid inflation and year-on-year interest rate models (with smiles): year-on-year inflation capped floaters; year-on-year real rate hybrid; year-on-year inflation range accruals on floating.
Structured credit (CDO, CLO); new CLO model (double waterfall, covenants), newly efficient algorithms.
Implementations in C++

PhD Mathematics (solid stochastic calculus) from any top university worldwide.
This is a multidisciplinary group of quantitative experts focusing on across all product areas with a significant presence Worldwide.

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

A very successful Hedge Fund are looking to add a quantitative researcher to their fixed income desk. The role is a systematic quantitative researcher on the buy side.



The ideal candidate will have a background in FX, and a very strong academic record, with a degree in a quantitative field. Programming skills are essential, languages including VBA, SQL, C++ are a plus.



You must be able to demonstrate experience in and ability to:



- Assist portfolio managers in running optimizations of investment strategies for rebalancing portfolios



- Perform statistical and economic research on financial data to improve existing and develop new investment strategies



- Develop and analyze systematic relative value and directional fixed income trading strategies



- Build proprietary trading tools and applications.





This role will offer you the opportunity to move into an extremely strong organization that has a proven record of success. You should expect to be working in a highly commercial organization where you will be closely supporting traders and therefore should be able to adapt quickly to the fast paced trading floor environment.



This is a successful company and therefore the salary will be competitive.The level of the hire depends upon your competency in interview. Interviews are taking place currently therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly to strategy@selbyjennings.com or visit our Website, www.selbyjennings.com. ALL CVs must be submitted in word format.

This top tier bank, arguably one of the most renowned banks globally, is looking to expand their global FX desk and an opportunity has arisen for a C++/python developer to join the team in London. It is a global team and you will sit on the front office desk directly with Sales and Trading, using your outstanding proficiency in both C++ and python. Technically, you will take a crucial involvement in writing frameworks for risk reporting, application and user interface frameworks, distributed computing environments and OO databases. The bank are installing a lot of budget and emphasis in to the FX team for 2010, thus this is a great time to get on board and firmly establish yourself as one of the key technologies.



The successful candidate will possess the following skill,

Outstanding C++ and python
UNIX/LINUX/Windows
Experience in analytics, risk and app development
Strong academic background in computer science or related field
Great team work and communication skill


As well as having an impressive technical skill set, the team is really hoping to see somebody that is able to work in a challenging and fast paced front office environment. You will need to have an outgoing attitude, with the ability to communicate confidently and clearly with the traders and other technologists on a frequent basis. The bank is one of the most successful and well known top tier investment banks, thus not only is it an excellent opportunity to develop your career, the compensation and bonus are also likely to be very competitive also. If you are interested in this role, please apply directly to development@selbyjennings.com or call 0207 019 4137.

My client a top investment bank has an excellent opportunity to offer. They are looking for FX structurers to fill multiple roles ranging from Junior to senior levels. They are offering competitive rates of pay and an opportunity to rapidly advance within the company.

Responsibilities

· Idea generation

· Developing bespoke products tailor-made to clients,

· Pro active marketing, travailing around Asia meeting clients.

Skills Required

· Essential to be an FX structurer or trader

· Highly desirable to be fluent in Mandarin but not essential

· Ideally should have experience in a client facing position,

· Experience working with precious metals is a plus.

· High preference for Asian market experience

Excellent opportunity/ high salary/ best team in the market

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