My client, a Top Tier U.S. Investment Bank are looking for an outstanding Front Office Quant Analyst to join the group and help deepen their product coverage and guide the group.

The Front Office Quant Analyst will have a strong background in interest rate derivatives as you will work with senior members of the team with who have their product coverage specified to Interest Rates.



This is a huge opportunity to develop a good business and quant knowledge across the sector. You will gain exposure to multi-products and complexities and have the opportunity to work with cutting edge and highly successful quant specialists.



The exceptionally talented candidate will:



· Provide support for the IR Exotic Derivatives Trading Desk

· Implement IR stochastic volatility models in C++

· Implement pricers for IR Volatility/Variance products

· Implement different tools for managing exotic IR portfolios


This role will involve daily interaction with the business and you will be highly critical to the success of the group.

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