Top investment bank is currently looking to hire a VP level Quantitative modeler in Milan. The successful candidate will join in a senior position in the group and report directly into the Head of Exotic Quantitative Analytics in London. You will join a front office team of 6 quantitative analysts and work directly with the traders on a daily basis. The role will see you covering a wide variety of exotic models and projects including Local stochastic volatility modeling for cliquets

Top investment bank is currently looking to hire a VP level Quantitative modeler in Milan. The successful candidate will join in a senior position in the group and report directly into the Head of Exotic Quantitative Analytics in London. You will join a front office team of 6 quantitative analysts and work directly with the traders on a daily basis.



The role will see you covering a wide variety of exotic models and projects including Local stochastic volatility modeling for cliquets and also the Development of a Monte-Carlo Engine used for pricing-booking all exotics.



You will be educated to a PhD level in a highly quantitative course for example mathematics, physics or engineering. You will also have experience through either internships or full time employment.



This is an outstanding opportunity for a junior candidate to take a senior role within a top team, and a benefit of this is that the remuneration is outstanding.



Please contact:



quantexotic@selbjennings.com



www.selbyjennings.com