Top US Hedge Fund seeks Equity Derivatives Quantitative analysts for London, Hong Kong and New York. My client is a large fund with an exceptional client base, and they are looking for an experienced EQ Quant to join an exceptional front office team. You will be working with exceptional juniors to grow and develop the team through your knowledge of writing and implementing mathematical models for use by the trading desk. Liaising with the head of Equity trading on a daily basis, the successful candidate will be exposed to all business orientated parts of the trading and sales process. The compensation offered by my client is market beating and other fringe benefits such as healthcare and housing allowance make the total package exceptional.



The successful candidate may adhere to the following criteria:

An exceptional academic background with a PhD, MSc or DEA in Mathematics, Theoretical Physics or Financial Engineering, or a highly quantitative subject.
Experience in an Equity Derivatives Quantitative analyst role.
Outstanding leadership credentials and clear communication with the ability to represent your ideas to traders.
Exceptional knowledge of mathematics including:


Local volatility
Stochastic volatility
Hybrid equity & interest rate models
Copulas
Correlation skew models
Proprietary “skew propagation”
Geometric conditioning methods






My client pays exceptional compensation packages for top candidates.



Please apply to jobs@selbyjennings.com

www.selbyjennings.com