Top tier European investment is seeking an experienced quant for a front office role on the Equity derivatives trading desk. The bank is looking to further expand its Equity Derivatives platform in New York. You will be working within a team of 6 and be responsible for the development of complex analytics and pricing models for the desk as well as the development of analytics software.



Qualifications:

Experience developing pricing models and software within equity derivatives in some capacity such as analytics, risk management or strategy development
Solid experience with C++, Matlab or Splus, C#, VBA / Excel, and databases (SQL)
Must have solid understanding of statistical analysis, probability, and linear algebra
Experience working with real-time systems and market data (Reuters, Bloomberg)
PhD in highly quantitative field, Mathematics, Physics, Financial Engineering




To apply or form more information please contact quantexotic@selbyjennings.com

www.selbyjennings.com, +44 (0) 207 019 4137