Selby Jennings is currently mandated to fill a Vice President / Manager role within a top investment bank in London. The position is within a top fixed income quantitative research team. The team deals with all exotic interest rate products and hybrids strongly linked to IR (this includes long dated FX like PRDC's and credit linked products). The team works on a daily basis with the trading desk and the quantitative development team which wraps the quant library and delivers it to the IT / Systems.



This group renowned for its exceptional level of quantitative employees offers a stable environment and the opportunity to make a difference in a small group where individuals matter while building up the library and business.



The successful candidate will report directly to the Global Head of Quantitative Analytics and work within a group of 6 front office FI Quants.



The likely profile of the successful candidate will be:

A number of years experience working within either a front office or model validation / model development role
interest rate experience in exotic products
strong stochastic calculus
good C++
good communication skills
Exceptional knowledge of short rate models
A highly quantitative PhD from a well renowned University i.e. Oxford, Cambridge, Warwick, Imperial, Kings etc
Aspirations to work with traders


The compensation on offer for this role is outstanding and only to be outweighed by the career opportunity.



Please apply to:



jobs@selbyjennings.com



www.selbyjennings.com