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Annuaire blog
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Mis à jour le jeudi 11 mars 2010
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Voir les 21 annonces d'emploi de SELBY-JENNINGS-PARIS
Front Office Quant Analyst–Fixed Income/FX–Senior VP-Paris-€90,000 + excellent package
Our client a Global Investment Bank is seeking an exceptional technical innovator to join their rapidly growing Fixed Income desk either in their London or Paris offices.
The exceptionally talented quant will work closely with senior members and heads of the team who are renowned for their cutting-edge approach to finance.
The quant will be offered an exceptional training program and have market leading career progression for the right candidate.
The successful candidate will be expected to:
-SABR model to Libor market model–implementing extensions.
-Models to combine local volatility and stochastic interest rate.
-Models to combine local volatility and stochastic volatility (SLV).
-Use of stochastic volatility extension for conception and development of local correlation model for multicurrency.
-Implement a new pricing library in C++ from scratch.
-PhD in a mathematical discipline from a top school/university.
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.
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