Top tier European investment bank is currently seeking an exceptional and experienced candidate to join the Exotics model validation team in London. This senior hire will see the successful candidate managing 2-3 junior quantitative analysts in the group and reporting directly to the Global Head of Modeling and Risk Quantitative Analytics in London. You will join the team in a position that will see you validating the most exotic models which the front office quants produce. This will

Top tier European investment bank is currently seeking an exceptional and experienced candidate to join the Exotics model validation team in London. This senior hire will see the successful candidate managing 2-3 junior quantitative analysts in the group and reporting directly to the Global Head of Modeling and Risk Quantitative Analytics in London.



You will join the team in a position that will see you validating the most exotic models which the front office quants produce. This will give you an exceptional exposure to the most exotic models and allow you to focus on the development of these to directly affect the business.



The successful candidate will hold a PhD or DEA in a highly quantitative course and be an exceptional mathematician. You will be highly skilled in stochastic modeling, Brownian motion, Black Scholes and C++.



You will also have a number of years experience within Quantitative Analytics and have seen a large amount of exposure to Exotic Interest Rates, Equity Derivatives and Commodity hybrids.



The remuneration for this role is exceptional and only to be outdone by the opportunity that the successful candidate will get.



Please contact:



quantexotic@selbyjennings.com



www.selbyjennings.com