Job Offer Finance Senior Desk Quant Analyst–Interest Rate Derivatives–London-£120,000 + excellent package selby-jennings-london Financial Engineering, Mathematical Finance, Financial IT, Quantitative Finance.Use the "Print" option on your web browser to print this ad.
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.
