This innovative European Investment Bank has been enjoying a successful year, and is predicting further success for 2010. This international leading bank is now opening its doors at one of its largest headquarters in Singapore, to expand their renowned Commodity derivatives Quant team. This team is known well in the market for its exceptional training scheme and opportunities to work with some of the most highly regarded Quant Analysts and traders in the business.



Responsibilities:

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

-Supporting the senior traders on the desk, clarifying model performance and results to traders.

-Will be working with models to ensure correct pricing of Commodity i.e. Oil, Gas and Freight products.

-Developing and creating new models.

-Assessing appropriateness of benchmarks and methodologies used in parameter testing and reserve calculations for the trading portfolio.

-Reporting directly to the Managing Director, who is very well known internationally in the market.

-Identifying potential sources of risk and conduct scenario analysis.



Skills, education and experience:

-Candidates with internship experience or some experience working in a Fixed Income/Commodity team is desired.

-Good knowledge in Stochastic Calculus, Statistics, Backward Stochastic Differential Equations.

-Knowledge in programming languages such as C++, VBA, Matlab, Latex.

-PhD in Mathematics/Financial Engineering/Physics or other related subject. Those from a top University will be at an advantage.



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



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

www.selbyjennings.com

+ 44 (0) 207 019 4137