Master Mag
On parle de Math-Fi...
CV Ingénieur, Bac+5
en finance de marché
Toutes nos offres d'emploi et de stage en finance de marché
Annuaire blog
|
|
Mis à jour le mardi 7 février 2012
|
| |
Partager cette information : 
Voir les 25 annonces d'emploi de SELBY-JENNINGS-LONDON
Senior Desk Quant Analyst–Interest Rate Derivatives–London-£120,000 + excellent package
Our client a Global Investment Bank is looking to add a Senior Desk Quant to join their highly talented and rapidly growing team.
The Senior Desk Quant will be offered an exceptional training program and have market leading career progression for the right candidate.
The successful candidate will:
-Have knowledge of working on the stochastic volatility LIBOR Market Model (LMM),
-Develop model-based analytical formulas for CMS products,
-Develop lower bound and upper bound approaches for LMM to handle the pricing of callable LIBOR exotics,
-Support for IR Exotic Trading Desk,
-C/C++ coding with emphasis on numerical methods,
-PhD or equivalent degree from top tier schools/programs in Math, Math Finance, Physics, or Engineering.
This is a multidisciplinary group of quantitative experts focusing on exotic derivatives modelling across all product areas with a significant presence in London, Tokyo and Hong Kong.
Please apply directly by mail, 00 44 207 019 4137, www.selbyjennings.com
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
| |
|
For our English
speaking Friends
Un service proposé par :
|
