This successful European Investment Bank is looking to add brilliant juniors to its thriving front office Quant team at its headquarters in Singapore. This team...

This successful European Investment Bank is looking to add brilliant juniors to its thriving front office Quant team at its headquarters in Singapore. This team is offering a unique experience for junior candidates to work exceptionally close with some of the most senior traders, by sitting on the trading desk with them. These juniors will be directly reporting to some of the most respected senior Quants in the field, which will provide first hand training experience rarely seen.



Skills, experience and education:

-PhD in Mathematics/Financial Engineering/Physics or other related subject. Those from a top University will be at an advantage.

-Good knowledge in Stochastic Calculus, Statistics, Backward Stochastic Differential Equations.

-Candidates with internship experience or some experience working in a Fixed Income/Interest Rates team is desired.

-Knowledge in programming languages such as C , VBA, Matlab, Latex.



Responsibilities:

-Reporting directly to the Managing Director, who is very well known internationally in the market.

-Supporting the senior traders on the desk, clarifying model performance and results to traders.

-Develop pricing tools for the team.

-Identifying potential sources of risk and conduct scenario analysis.

-Developing and creating new models.

-Assessing appropriateness of benchmarks and methodologies used in parameter testing and reserve calculations for the trading portfolio.



This bank has an exceptional team with outstanding opportunities; with the successful candidate offered attractive bonuses rare in this current climate.



To apply please contact quantexotic@selbyjennings.com with CV in word format.

www.selbyjennings.com

44 (0) 207 019 4137