The largest and most succesful European Investment Bank is looking for some of the most talented juniors to join their head-offices in London. The Quant team they will be joining has been praised for their unique way of approaching finance and constructing models used by nearly all traders globally. The candidate will be offered unique training which will provide a strong platform for their career, and fast-track them to managerial positions. The candidate will be working with some of the most talented Quant Analysts in the industry, and offered rare exposure to other business areas.



Skills, education and experience:

-Candidates with internship experience or some experience working in a Fixed Income/Commodity team is desired.

-Good knowledge in Stochastic Calculus, Statistics, Backward Stochastic Differential Equations.

-Knowledge in programming languages such as C++, VBA, Matlab, Latex.

-PhD in Mathematics/Financial Engineering/Physics or other related subject. Those from a top University will be at an advantage.



Responsibilities:

-Delivering stochastic models and dynamic hedging to exotic and derivative traders.

-Supporting the senior traders on the desk, clarifying model performance and results to traders.

-Will be working with models to ensure correct pricing of Commodity products.

-Developing and creating new models.

-Assessing appropriateness of benchmarks and methodologies used in parameter testing and reserve calculations for the trading portfolio.

-Reporting directly to the Managing Director, who is very well known internationally in the market.

-Identifying potential sources of risk and conduct scenario analysis.



This bank has an exceptional team with outstanding opportunities, which offers a generous salary.



To apply please contact quantexotic@selbyjennings.com with CV in word format.

www.selbyjennings.com

+ 44 (0) 207 019 4137