Top Tiered U.S. Investment Bank are looking to expand their exceptionally talented Credit team in London.

The candidate will be offered an exceptional training program which will accommodate their strengths and weaknesses, ensuring their career progression through the company. The team are renowned for their cutting-edge approach to finance which is why they are market leaders.

• The exceptionally talented candidate will have a good knowledge of Credit Derivatives.
• Research, implement and maintain pricing models for credit products.
• The successful candidate will work through the full development cycle from the product initial specification to final delivery with clients.
• Good software engineering skills in a multi-platform, multi-programmer environment.
• Some previous experience and knowledge of hands-on C/C++ Quantitative and have development experience on UNIX.
• PhD in Mathematics/Physics/Financial Engineering from a top university
To apply or for more information please contact quantexotic@selbyjennings.com
www.selbyjennings.com, +44 (0) 207 019 4137