Our client a Global Investment Bank is looking to add a Front Office Quant Analyst to join their highly talented and rapidly growing team.



The quant will be offered an exceptional training program and have market leading career progression for the right candidate.



The successful candidate will:



· Have experience in working on the stochastic volatility LIBOR Market Model (LMM).

· Have experience in developing a generic replication model, which is used to price and hedge constant maturity swap (CMS) products.

· Develop a three factors short rate / FX hybrid model, for the pricing and hedging of cross currency products.

· The models are implemented in C++ with Excel interfaces, combining object-oriented programming, generic programming/metaprogramming, and using STL, Boostand so on so experience in these is a must.

· PhD in a Mathematical discipline from a top school/university.



This heavy-weight Investment Bank has been experiencing an excellent year, with many of their teams now looking to expand for 2010, as they envision an even more prosperous year. With the prospect of managing your own team this opportunity offers fantastic career progression and benefits.



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