Our client is a Global Investment Bank which is looking to add a Front Office Quant Analyst to join their highly talented team. The candidate will primarily a modeller and 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 Global 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.



Requirements:



Implement a new valuation model for swaps, asset swaps, cross-currencies swaps.
Pricing of FI-FX vanilla products (Bonds, interest rate swaps, CCY swaps, asset swaps, CMS, cap, floor)
Management of Market Data and interfacing with Front Office Pricing systems.
Analyse trades and implementation of investment strategies.
Management and Optimisation of Hedging processes.
PhD from a top university/school


This progressive bank are looking to use their impressive financial position to add to their exceptional team with opportunities rarely seen in this space. Excellent salaries are also offered, with bonuses guaranteed for 2010.

Please apply directly to quantexotic@selbyjennings.com, +44 (0) 207 019 4137, www.selbyjennings.com