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Mis à jour le vendredi 3 septembre 2010
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Voir les 279 annonces d'emploi de SELBY-JENNINGS-LONDON
IR/FX Derivatives Front Office Quantitative Analyst -VP -£90,000 - £110,000-London
Large Top Tier U.S. investment bank is seeking an experienced individual with strong experience in the Front Office to join their highly technical Front Office Quant group in London.This is a mid level model development position aligned with the Foreign Exchange Options Trading business. The candidate will develop models, implement products, and support the trading desk + structurers.Core Responsibilities:-Develop models and implement them in software for pricing and risk managing derivatives.-Develop pricing and calibration tools.-Benchmark and compare results of various techniques-Implement products using pricing engines and models-Explain model behavior and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses, provide guidance / debug analytics-Rapid prototyping of models and productsEssential skills/experience, and qualifications: -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 EngineeringTo apply, or for further information, please submit your CV in word document format by email or call +44 (0) 207 019 4137 | www.selbyjennings.com
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