Selby Jennings is currently mandated to fill a strategic hire for a top tier Investment bank looking to expand its Asian derivative business based out of Singapore. The role is a trading hire but a quantitative position which means that the successful candidate will gain a truly rare opportunity to work with the traders on a daily basis on such aspects as modeling, hedging, implementation and P&L analysis. The successful candidate will join the trading team in the lead quantitative posi

Selby Jennings is currently mandated to fill a strategic hire for a top tier Investment bank looking to expand its Asian derivative business based out of Singapore. The role is a trading hire but a quantitative position which means that the successful candidate will gain a truly rare opportunity to work with the traders on a daily basis on such aspects as modeling, hedging, implementation and P&L analysis.



The successful candidate will join the trading team in the lead quantitative position and work on the stochastic modeling of the traded interest rate derivative and fx exotic products.



This is one of a few outstanding opportunities in the quantitative market at the moment and the successful candidate will not only join the team in a senior role but also gain fantastic career progression.



The likely profile of the successful candidate will be:

PhD or Equivalent in a highly quantitative course for example mathematics, physics or engineering
A number of years experience in front office quantitative modeling of interest rate derivatives and fx exotics
Modeling expertise covering smile, BGM, BGM FX, LMM, Volatility modeling (local & stochastic)
Exceptional programming in either C++ or Pearl and experience of large industry level analytic libraries
Aspirations to work with the traders and clients on a daily basis


The compensation for this role is exceptional and with guarantee.



Please apply to:





www.selbyjennings.com