This award winning US Investment bank is looking to take on THE most talented juniors to come on as a Quant Developer, covering FX/EQ and Commodity products. The candidate will be exposed to a wide range of products and business units and will be working alongside some of the most talented Quant Analysts in the industry. This investment bank has been praised for its cutting-edge approach to finance and is looking for someone who can hit the ground running and adapt quickly to the fast-paced and dynamic environment. This Investment Bank offers a highly recommended training scheme, suited exactly for the individual and is tailored to their strengths.



Responsibilities:

-Developing and maintaining the analytics library.

-Developing and implementing quantitative models to validate different trading strategies.

-Implementing quantitative articles in C++, dealing with volatility spreads and the modelling of implied volatility and other advanced mathematical models.

-Supporting trading and structuring on a day to day basis

-Writing up new products from term sheets, risk reports and integrating them into the global booking system.

- Research, implement and maintain pricing models for equities, FX, commodities derivative and hybrid products.
- Work closely with product development through the full development cycle, from the product initial specification to final delivery to clients.
- Work with application developers on integration and testing.



Skills, experience and qualifications:

-Previous experience on quant desk support.

-PhD in highly quantitative field with a preference on Computational Mathematics or equivalent.

-Excellent level of advanced mathematical theory such as stochastic calculus, black scholes, PDE Modelling and large scale Monte Carlo simulations.

-Expert knowledge in visual C++/C, Java, Matlab.

-Not essential but knowledge in Reuters and Bloomberg is desired.

-Strong communication skills.



The team has outstanding bonus opportunities, based on high performances.



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

www.selbyjennings.com

+ 44 (0) 207 019 4137