Job Offer Finance Front Office Credit Quant Analyst-Senior Vice President-London-salary: Exceptional selby-jennings-london Financial Engineering, Mathematical Finance, Financial IT, Quantitative Finance.Use the "Print" option on your web browser to print this ad.
Front Office Credit Quant Analyst-Senior Vice President-London-salary: Exceptional
This top-tiered Investment Bank is expanding rapidly at the moment due to a successful year and is looking to take on a highly talented Quantitative Analyst to join their award winning global Quantitative Risk and Valuation Group.
The team provides quantitative support for non-Front Office based derivative business areas; this includes FX, fixed income, hybrid, structured funds and credit derivative asset classes.
The Group works closely with Front Office quantitative groups, systems developers, Risk Management and Product Control which will provide the successful individual tremendous business exposure. The group consists of Model Validation and Analytics teams.
Responsibilities:
-Developing tools (in C++ and VBA) to calculate fair value adjustments to address model deficiencies or otherwise align valuations with market practice.
-Assessing and examining parameter uncertainty within illiquid/complex derivative or structured transactions.
-Devising, examining and implementing calibration approaches for complex derivative models.
-Examining the impact of pricing deal portfolios using alternative market data sources.
-Extensive use of C++ and VBA to develop tools used by Product Control to address some of the above points.
This is an excellent opportunity to work closely with experienced Quantitative Analysts working on mathematical based projects for a leading investment bank.
This role requires a combination of mathematical and programming skills, the successful candidate should:
-Hold a masters degree or doctorate in mathematics, physics, engineering or another quantitative field from a top school.
-Have experience in a quantitative analyst role
-Have good C++ and VBA coding skills demonstrated via experience in implementing financial pricing models;
-Have a flexible, enthusiastic work ethic and enjoy developing quantitative solutions to market based model problems.
The successful candidate will be expected to eventually manage a team of their own, and managers offer their employees training schemes ensuring they are fast tracked to managerial positions.
This bank has an exceptional team with exceptional opportunities, rarely seen in this space.
To apply please contact by mail with CV in word format.
www.selbyjennings.com00 44 207 019 4137
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
