Our client a Global Investment Bank is seeking an exceptional technical innovator to join their rapidly growing Equity Derivatives desk in their London office.



The exceptionally talented quant will work closely with senior members and heads of the team who are renowned for their cutting-edge approach to finance. The quant will be offered an exceptional training program and have market leading career progression for the right candidate.



The successful candidate will be expected to:



Modelling and implementation of pricers
Local volatility, Jump diffusions, Variance Swaps
Modelling, including hybrid products (stochastic rates for equity) options on variance/vol swaps, stochastic local volatility / jump diffusion,
PhD in a mathematical discipline from a top school/university.


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