Top tier investment bank is currently looking to bring on a senior Equity Derivatives quant for a team lead position within its Model Validation team.



It is a global group and the successful candidate would manage Equity Derivatives operations in London, New York and Hong Kong.

The banks Equity Derivative business is booming and the number of pricing and portfolio models coming from the front office is ever growing. The part of the Model Validation is key and they deal with modeling assumptions, computational aspects and implementation, parameter calibration, correct data sources and best market practices. The successful candidate will ensure that all of the models for the Equity Business are efficient and accurate.



This role requires a very high level of technical capability as well as a deep product knowledge within the Equity business.



Qualifications:

Expert level of financial Mathematics with hands on application of stochastic processes, PDE’s and Monte Carlo simulations.

Exceptional academic background with a PhD (preferable) or MSc in a highly quantitative field. E.g. Mathematics, Physics, Computational Mathematics.

High level of computational ability in C++, VBA, Matlab etc.

Significant experience working on Equity linked Derivatives from a front office or Model Validation position.

Leadership experience would be preferable



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

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