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