Top US volatility hedge fund is seeking an experienced IR/FX and Hybrids Derivative Modeller to join its highly profitable derivative trading business in New York.

The fund has $2bn AUM and is expanding at an alarming rate with the acquisition of some of the best trading talent on Wall Street. The firm has been ruthless in its quest for market superiority and this is highlighted in their exceptional compensation packages to attract the best people in the market.



They are looking for an experienced quant who can hit the floor running and help build up the analytics library for the IR/FX business. This will require a quant who can build original models from scratch but also the ability to implement and adapt these models in the library. Therefore a excellent level of financial mathematics (Stochastic processes, PDE’s, Monte Carlo) and programming (mainly in C++) is required.



This role is in a fast paced environment and directly reports to trading and senior business managers, therefore candidates that shirk away from this sort of pressure should not apply. The successful candidate will be paid exceptionally well, but will also find many doors in the company hierarchy open to him.



Qualifications:

Significant experience working as a front office quant covering IR/FX and/or Hybrids (other asset classes will be considered)
An excellent level of financial mathematics regarding derivative pricing
In depth programming ability and library implementation experience
Excellent communication skills
Ability to perform well in pressure situations


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

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