This is a Senior level model development position is within the Interest Rate and Hybrids modelling group. The main objective of the group is to develop next generation models for various asset classes with a particular focus on rates (flow and exotics) as well as long dated fx.

The newly setup group is a cross asset, cross location initiative highly prioritized by the business. The business expects the person to mainly focus on: new model developments related to pricing.

The successful Quantitative Analyst will require the following skill set;

2-4 years quantitative modelling and/or derivatives trading desk support experience in Credit, Rates, Equity, FX, etc.
Deep understanding of options pricing theory (i.e. quantitative models for pricing and hedging derivatives)
Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis
Very strong analytical and problem solving abilities
C/C++ coding with emphasis on numerical methods
Good communication skills.
PhD or equivalent degree from top tier schools/programs in Math, Math Finance, Physics, or Engineering
 

This is a great opportunity for a talented Quantitative Analyst with a strong numerate and wide programming background to join a very successful and exciting front office business desk.

The bank itself is recognized as one of the leading banks of our day and you will be given every opportunity to fulfill your potentially, both technically and professional. As a Quantitative Analyst on a front office desk, compensation, bonus and benefits will all be extremely competitive. Further, the exposure to the rates business will enable you to establish yourself as a business expert.

To apply for Quantitative Analyst - Top Investment Bank – Front Office Interest Rate and Hybrids Derivatives Trading Desk - London please contact quantexotic@selbyjennings.com or call 0207 019 4137

Key Skills: quantitative analyst, quantitative programmer, front office, interest rates, fixed income, rates, derivatives, hybrids