Our client a Global Investment Bank is looking to add a Senior Desk Quant to join their highly talented and rapidly growing team.



The Senior Desk Quant will be offered an exceptional training program and have market leading career progression for the right candidate.



The successful candidate will:



· Have knowledge of working on the stochastic volatility LIBOR Market Model (LMM)

· Develop model-based analytical formulas for CMS products

· Develop lower bound and upper bound approaches for LMM to handle the pricing of callable LIBOR exotics

· Support for IR Exotic Trading Desk

· C/C++ coding with emphasis on numerical methods

· PhD or equivalent degree from top tier schools/programs in Math, Math Finance, Physics, or Engineering

This is a multidisciplinary group of quantitative experts focusing on exotic derivatives modelling across all product areas with a significant presence in London, Tokyo and Hong Kong.

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