Top performing investment bank is currently looking to expand their front office modeling team with a VP level candidate who will come into the firm and add to the business from day one. This front office position will see the successful candidate working with the traders on a daily basis therefore communication skills are essential. You will report directly into business lines and that person is the global head of Interest Rate Derivative Trading, based in NYC. The successful ca

Top performing investment bank is currently looking to expand their front office modeling team with a VP level candidate who will come into the firm and add to the business from day one. This front office position will see the successful candidate working with the traders on a daily basis therefore communication skills are essential. You will report directly into business lines and that person is the global head of Interest Rate Derivative Trading, based in NYC.



The successful candidate will not only be the very best at what they are currently doing but have career desires to move forward into a trading role; often seen within this team. You will currently be working within a top team in either a Senior Associate or VP position and have a wide variety of model exposure to exotics including BGM, Libor Market Model, HJM, local volatility and stochastic volatility.



This exceptional industry experience will be supported by an outstanding education to PhD or DEA level in a highly quantitative course and from a top university, where you will have majored in mathematics, engineering or physics. You will have experience of stochastic modeling, PDE’s, SDE’s, C++, Monte Carlo Simulations and Brownian Motion.



This is an exceptional opportunity for someone in Model validation to move into a front office modeling environment and work directly with the business and the traders.



Please contact:



harry@selbyjennings.com



quantexotic@selbyjennings.com

www.selbyjennings.com