Our client is looking to fill a senior type role in their quantitative team. The group are involved in both the creation of new derivative pricing models for the trading desks and the validation of models created by the front office quants. The role will sit in the quantitative team and focus on the equity space and the role will report directly into the Head of Structured credit who sits in Brussels.

The successful candidate will be joining an extremely strong team, made up of individuals with exceptional educational backgrounds as well as outstanding mathematical modelling and programming skills. The role will include a large amount of interaction with the front office, as well as stochastic modelling of derivative pricing models and validation of the same and programming in common code (C++).

The manager is looking for the following:

• Strong educational background – Masters / PhD but more importantly the degree has to be from a TOP university
• Candidates should be based in Europe and looking to relocate to Brussels.
• Experience should be from an Investment Bank in the model validation team or front office quant team building pricing models and risk management tools for a trading desk.
• 3 – 6 years of experience is necessary, however the role is more dependent on the candidate’s skill set & ability to carry out the daily duties of the role.
• Experience in equity is a MUST
• Good programming skills are an advantage, but not a prerequisite (experience in C++ would be ideal)
• Candidates must have strong product knowledge and an Implementation background is quite important.

This is a great opportunity to join an outstanding team with the chance for exceptional career progression. Candidates who would like to apply into this vacancy should be interested in working in a very multi-discipline environment with a lot of daily interaction between various groups. If you think that you have the skill set to take on such a role please let me know.
Please apply directly to quantexotic@selbyjennings.com