Top Tier Investment Bank looking for an experience Quantitative Analyst to join the rapidly expanding group in New York City.

The successful individual will take on a broad amount of responsibilities from day one, including model research and development, pricing and risk investigation, discussions with the trading desk, and software development. They will be offering the candidate an exceptional training regime which will see them fast-track to managerial level in no time, with their aim to continue to grow the business as they are constantly seeking out ways to expand.

Responsibilities:
-Supporting interest rate trading desk on a daily basis
-Explain model behaviour and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses and provide guidance.
-Develop models and implement them in software for pricing and risk managing derivatives
-Develop pricing and calibration tools
-Benchmark and compare results of various techniques
-Implement products using pricing engines and models
-Rapid prototyping of models and products

Ideal background of the successful candidate:
-You will have had experience in another Quant Analyst team, with solid experience with Interest Rates or inflation.
-Excellence in probability theory, stochastic processes, partial differential equations and numerical analysis
-Very strong analytical and problem solving abilities
-C/C++ coding with emphasis on numerical methods
-Good communication skills.a
-PhD or equivalent degree in Mathematics, Mathematical Finance, Physics or Engineering

This group offers exceptional compensation and benefits for the right candidate.


To apply or for more information please contact quantexotic@selbyjennings.com
+44 207 019 4137, www.selbyjennings.com