This is an exceptional opportunity for someone to join a leading european investment bank within their Valuations team.

The Valuations division works on pricing derivatives across all asset classes. Due to the growth of this group they require someone at Director level to join and take the lead management responsibility within the FX and Commodities asset classes.

The main roles and responsiblities of this role will include –
 Managing a team of 8-10 product specialists, focused on FX and Commodity derivative valuations
 Participation in the Valuations management group, which deals with matters relating to organisation, strategy and business performance
 Liaising with the head of the Quantitative Analytics Group on the implementation and calibration of derivative pricing models
 Ensuring the highest standards are maintained within the pricing of FX and Commodity derivatives

The requirements for this role will include –
 Very extensive background in the pricing of vanilla and exotic derivatives, as well as structured products, across at least 2 asset classes including Commodities and/or FX, obtained within a bank or similar institution

 Strong appreciation of trading practices within these asset classes, including conventions, main participants and market conditions

 Excellent understanding of quantitative pricing models and numerical techniques in these asset classes

 Very good undergraduate degree in a numerical discipline (e.g. mathematics, physics or engineering) from a renowned university, likely followed by a Masters or PhD

 Awareness of industry standards in derivative pricing and the evolution of these over time

 Familiarity with technical aspects of product development, although formal coding experience is not required

 Superb analytical, quantitative and problem-solving abilities

 Proficiency in Excel and VBA required, ability to use Matlab desirable

Keywords: Quantitative Analyst; Valuations; IPV; Pricing; FX; Commodities; Vanilla; Exotics; Derivatives; London; UK
To apply please contact quantexotic@selbyjennings.com with CV in word format or call + 44 (0) 207 019 4137. www.selbyjennings.com