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Front Office Exotics Quant Analyst | Junior Vice President

This leading Australian Investment Bank is looking to take on a talented junior who can hit the ground running, and be part of a growing Exotic Derivative trading desk. They envision being one of the most successful Exotic trading desks in world, with their plans of expansion and implementation of complex modeling. The successful candidate will be working alongside some of the most talented Quant Analysts, and will be gaining unique exposure to many business units that will provide this individual with rare insight into the overall business functions. The training scheme offered will also ensure the candidate fast-tracks to managerial level, with the aim of running their own team, covering FX/EQ/IR and Commodity products.



This bank has an exceptional team with outstanding opportunities, which offers a generous salary.



Responsibility:

-Will be working with models to ensure correct pricing of products.

-Working closely with the trading floor; supporting and ensuring that operations run effectively.

-Conducting risk analysis, discussing scenarios with traders and ensuring resolutions.

-Delivering stochastic models and dynamic hedging to exotic and derivative traders.



Skills, education and experience:

-Previous experience working with Exotic products.

-Extensive experience with Commodity Exotics and Commodity Derivative products.

-PhD Mathematics/Physics/Financial Engineering or other related topic from a top school.

-Strong coding skills.

-Good programming skills, e.g. C++, VBA.



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

www.selbyjennings.com

+ 44 (0) 207 019 4137
Company: Australian Investment Bank    Location: Sydney   Salary: Exceptional Compensation   Date posted: 12/02/2010  


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