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Senior Quant Analyst - Investment Bank

this job appointment has expired

Location United Kingdom,

Remuneration £70000 - £80000 per annum

Employment type perm

Updated 10th Jan 2018

Company Selby Jennings

Contact Scott Darroch

Phone 020 3758 8900

Email click here


QUANTITATIVE ANALYST

QUANTITATIVE ANALYST - LARGE INVESTMENT BANK - LONDON

QUANTITATIVE ANALYTICS//PRICING MODELS//MODEL DEVELOPMENT//FRONT OFFICE//CROSS-ASSET//C

Selby Jennings is working with a Tier 1 investment bank who are looking to expand their front office quant analytics team. If you are looking for a move to the front office, or are interested in developing pricing models with a cross-asset coverage, please read the details of the position below.

To apply for this position you will have a professional quantitative background in developing pricing models for derivative products using C . A strong knowledge of stochastic calculus is also essential.

Responsibilities will include:

- Development and validation of benchmark pricing models for derivative products in the independent C library
- Perform theoretical review of models under validation
- Engage in quantitative projects
- Assist key stake-holders (risk, back office, trading etc.)

To be considered for this opportunity you will need to demonstrate:


- An advanced mathematical, quantitative or econometrical qualification - PhD preferred
- Extensive experience in programming using C and or Matlab
- Extensive experience with FX and futures asset classes, also equities, options and commodities
- CFA qualification is desirable, any other professional financial qualifications will of course help to demonstrate aptitude

Interviews are taking place at short notice. Applicants are invited to register their interest by applying directly to quantsemea(AT)selbyjennings(DOT)com

QUANTITATIVE DEVELOPER//SOFTWARE DEVELOPMENT//QUANTITATIVE RESEARCH//QUANTITATIVE STRATEGY//STRATEGY IMPLEMENTATION//QUANTITATIVE MODELLING






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