This exceptional forward thinking Investment bank has been tipped to be the leader in finance in 2010, and is opening its doors to only THE most talented Senior FX Quant Analysts in the industry. Their largest offices in Paris are looking to expand at a rapid rate, considering they have been doing extraordinarily well in 2009 and are envisioning an even fruitful 2010. If you are not motivated and driven to be the best, this role is not for you. They are looking to hire someone to manage one of their large team of talented quants, who has the ability to encourage and inspire. The successful candidate will be overseeing many of the advanced projects. The candidate will also be put on a training scheme to advance their career to Director Level.



This opportunity will see the candidate being paid extraordinarily well, with garuateed bonuses offered and generous benefits rarely seen in this industry.



Responsibilities:

-Involved in development and design of the fast growing PDE-based C++ library.

-Managing a large team of exceptionally talented Quants, which is expected to expand rapidly itself.

-Supporting the highly talented FX Exotic traders, who are some of the most highly respected traders in the world. This trading floor is one of the biggest seen and are expected to expand further.

-Pricing multi-asset products and barrier options using Analytic, Monte-Carlo and PDE techniques.

-Model development; Testing models for short and long-dated products.



Experience, Skills and Qualifications:

-Extensive previous industry experience, preferably in the area of short-dated FX (although they will also consider someone who has worked in Rates but has had exposure to long-dated FX products).

-Experience and strong understanding of Murex Flex API (although not absolutely necessary).

-Strong C++ programming skills are absolutely essential.

-Strong Mathematician or Physicist who is an excellent programmer, with a PhD from a credible school.



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

www.selbyjennings.com

+ 44 (0) 207 019 4137