Large US hedge fund seeks experienced Exotic Equity Derivatives Quant for front office quant modeling position. The position based in London is a new hire as the team looks to expand its satellite office as part of its push into European Markets. The incumbent will be charged with developing the analytics library, with a push to trade more hybrids, and modeling complex Equity Derivative products working closely with the trading team. The firm has just over $5bn AUM and is very buoyan

Large US hedge fund seeks experienced Exotic Equity Derivatives Quant for front office quant modeling position.

The position based in London is a new hire as the team looks to expand its satellite office as part of its push into European Markets. The incumbent will be charged with developing the analytics library, with a push to trade more hybrids, and modeling complex Equity Derivative products working closely with the trading team.



The firm has just over $5bn AUM and is very buoyant in the current market, with continuous growth in the last 6 months. The successful candidate will report directly in to the head of Equity Analytics, and the Head of Equity trading, who both sit in New York. Part of the job will involve ad-hoc projects with the main team in NY, and work with the traders in Asia.



The successful candidate will adhere to the following criteria:

A position in an Equity based Quant position with a good level of experience and excellent product exposure
Experience developing complex models and working on Hybrids
Significant front office exposure, dealing with traders on a daily basis.
A PhD in a highly Quantitative Subject (Mathematics, Theoretical/Applied Physics, Financial Engineering)
Stochastic Calculus, Stochastic Volatility, Monte Carlo Simulations
Programming: C++, MATLAB, VBA


Please apply to jobs@selbyjennings.com with CV in Word Format

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