Equity Derivatives Quantitative Analytics
Selby Jennings
Selby Jennings Offices:
London
4 Carlton Gardens
London
SW1Y 5A
4 Carlton Gardens
London
SW1Y 5A
New York
410 Park Avenue
15th Floor
New York
NY 10022
410 Park Avenue
15th Floor
New York
NY 10022
Hong Kong
20/F Central Tower
28 Queens Road
Central
Hong Kong
20/F Central Tower
28 Queens Road
Central
Hong Kong
Portal: Trading Technology Function: Quantitive Analytics
Ref. No.: 06110912 Location: London - City
Contract: Full-Time PERMANENT position
Salary: per annum
Start: 6 November 2009
Ref. No.: 06110912 Location: London - City
Contract: Full-Time PERMANENT position
Salary: per annum
Start: 6 November 2009
Top tier British Investment bank is seeking an experienced Equity Derivatives quant to take a senior role in an exceptionally strong quant team in London....
Top tier British Investment bank is seeking an experienced Equity Derivatives quant to take a senior role in an exceptionally strong quant team in London.
The Equity Derivatives trading unit at this bank is one of the most profitable in the market and this is supported by one of the most highly regarded quant teams. The head of the team is well known and is often invited as the industry expert at a number of international conferences and quant seminars. You will report to him directly and take significant responsibility for the ongoing development of the analytics library with the view to trade more hybrids and support the trading desk. This team is truly on the cutting edge of quant finance and this role will allow you to maximize all of your quantitative ability in an environment that encourages innovation.
The salary is highly competitive and also offers considerable shares and options as well as flexi benefits.
Qualifications:
* Significant experience working on the modeling of exotic equity derivatives, preferably within a Front office team.
* Exceptional academic background to PhD, DEA level in a highly quantitative subject, e.g. Mathematics, Physics, Financial Engineering, El Karoui, etc.
* Advanced Mathematical modeling techniques- Stochastic Calculus, PDEs, Black Scholes, Stochastic Volatility, etc.
* Strong programming skills in C /C, Java, MATLAB
* Experienced in large scale Monte Carlo simulations.
* Excellent communication skills (Spanish would be a bonus)
To apply or for more information, please contact quantexotic@selbyjennings.com
www.selbyjennings.com 44 (0) 207 019 4137
The Equity Derivatives trading unit at this bank is one of the most profitable in the market and this is supported by one of the most highly regarded quant teams. The head of the team is well known and is often invited as the industry expert at a number of international conferences and quant seminars. You will report to him directly and take significant responsibility for the ongoing development of the analytics library with the view to trade more hybrids and support the trading desk. This team is truly on the cutting edge of quant finance and this role will allow you to maximize all of your quantitative ability in an environment that encourages innovation.
The salary is highly competitive and also offers considerable shares and options as well as flexi benefits.
Qualifications:
* Significant experience working on the modeling of exotic equity derivatives, preferably within a Front office team.
* Exceptional academic background to PhD, DEA level in a highly quantitative subject, e.g. Mathematics, Physics, Financial Engineering, El Karoui, etc.
* Advanced Mathematical modeling techniques- Stochastic Calculus, PDEs, Black Scholes, Stochastic Volatility, etc.
* Strong programming skills in C /C, Java, MATLAB
* Experienced in large scale Monte Carlo simulations.
* Excellent communication skills (Spanish would be a bonus)
To apply or for more information, please contact quantexotic@selbyjennings.com
www.selbyjennings.com 44 (0) 207 019 4137
