A rare and fantastic opportunity has emerged in this leading top-tiered Investment Bank at their headquarters in London. The role will expose the individual to FX Exotic Derivative products, and will see the candidate working with exceptionally talented Quant analysts and traders, who are well known and highly respected in this field. The candidate will gain experience which will propel his/her career making this individual one of the most attractive and hireable in the market. This role is fast becoming one of the most sought after positions amongst front-office Quants, and only those with exceptional talent will succeed.



Responsibilities:

-Managing own team of junior quants, assisting with training and projects.

-Conducting daily derivative analysis and theoretical bond research.

-Researching and understanding model risk, managing effects and solutions.

-Developing own models, to be used by most senior traders.

-Conducting model validation, model control and understanding model trade.

-Ensuring continuing price verification analysis of all exotic products.



Skills, education and experience:

-PhD in Mathematics/Physics/Financial Engineering from a top university.

-Some previous industrial experience i.e. completed internship.

-Strong programming skills, i.e. VBA, C++, Matlab.

-Possess a strong interest in modelling and exotic products i.e. Credit, FX, IR and EQ.

-Excellence in probability theory, stochastic processes, partial differential equations, and numerical 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