Top US investment bank is seeking an experienced Model Validation Quant for its team in New York. 
The bank has had an outstanding year so far with excellent financial results and strong projected growth for the next year.

The role is to work in the Model Validation group covering all Derivative traded products.
You will be charged with the validation and implementation of all front office quantitative models and as such will be working very closely with the front office on a number of projects.
This position requires a high level of financial mathematics and experience of exotic derivative modelling as well as a high level of programming in C/C++ and Java and experience of library implementation.

Skills:
-Experience as a quantitative analyst, either working in the front office or in a risk analytics or Model Validation Function. (Post-doc candidates will be considered),
-An advanced level of financial mathematics- Stochastic Calculus, Stochastic Volatility, Jumps, Advanced PDE's, Monte Carlo, Binomial trees,
-Top academic background to PhD, DEA level in a highly quantitative field, e.g. Mathematics, Physics, Financial Engineering etc,
-Good programming ability in C++/C and Java,
-Excellent communication skills and the ability to work well within a team as well as individually.

To apply or for more information please contact by mail.

www.selbyjennings.com, 001 (212) 231 8223