Our client, a Top Tier U.S. Investment Bank are looking for an outstanding Front Office IR Quant Analyst to join the group and help deepen the Investment Bank’s product coverage and guide the group.

The Quant Analyst/Trader will have a strong background in IR derivatives as you will work with senior members of the team with who have their product coverage specified to Interest Rates. This is a huge opportunity to develop a good business and trading knowledge across the IR sector. You will gain exposure to multi-products and complexities and have the opportunity to work with cutting edge and highly successful quant specialists.



Implementing IR stochastic volatility models in C++
Implementing different tools for managing exotic IR portfolios
Implementation of pricing and risk management framework for IR investor products


Support for IR Exotic Trading Desk


PhD/MSc in a Mathematical Subject


Strong Programming Skills in C++ and advantageous to have additionally any of the following: C, JAVA, MATLAB


This role will involve daily interaction with the business and you will be highly critical to the success of the group.

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