An exceptional opportunity at this leading Investment Bank has emerged at their largest head-offices in Sydney. This individual will be working with some of the most respected Quant Analyst in the industry, and reporting directly to the Managing Directors. 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. 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. They are looking to take on someone who can manage, lead and inspire as this person will be expected to eventually head their own team.

Responsibilities of Front Office IR Exotic Derivatives Quant Analyst role:
-Proactively monitor market trends and potential Interest Rate events to provide insights on managing exposures.
-Perform and maintain review for counterparties.
-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

Requirements for of Front Office IR Exotic Derivatives Quant Analyst role:
-Some experience and knowledge of Interest Rate and Exotic products. Those from a top-tiered bank will be at an advantage.
-Those with industry experience will be at an advantage.
-Exceptional coding skills and solid programming skills, e.g. C++, VBA.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.
-PhD in Maths/Physics/Financial Engineering from a top-school.

The Person:
-Leadership qualities essential, as the candidate will be expected to manage and oversee a large team in London (and potentially be responsible for those in France).
-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 call 0207 019 4137 or email quantexotic@selbyjennings.com