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 IR Derivatives.

· Research, implement and maintain pricing models for IR 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