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Front Office FX Quant Analyst, Director, London, Salary: Exceptional
This top-tiered Investment Bank is looking for THE most talented Senior Quant analyst to join their Head Offices in London.
They are looking for a natural leader who will be expected to come in at Director Level and will be able to successfully manage a large team of junior/mid-level Quants, which is predicted to expand rapidly.
This Senior Quant will be exposed to most exotic products (Equity and Interest Rate) but will be predominantly working with modelling for FX exotic products.
This individual will be directly reporting to the Managing Director's so will have a tremendous amount of visibility in the company, meaning career progression will be easily achieved.
This quant team have already been awarded for their cutting edge approach to finance, and are globally recognised as industry leaders.
Responsibilities:
-Leading a strong team of Quant Analysts, overseeing training and projects.
-Working predominantly FX exotics products, but also equity and interest rates.
-Will be working with models to ensure correct pricing of Exotic products, which will mainly be FX but will also gain scope of EQ and IR products.
-Developing and building own models, expected to be used on a global basis.
-Working closely with this banks' extraordinary trading floor; supporting and ensuring that operations run effectively.
-Conducting risk analysis, discussing scenarios with traders and ensuring resolutions.
-Delivering stochastic models and dynamic hedging to exotic and derivative traders.
Skills, education and experience:
-Extensive previous experience as a desk quant working with FX exotic products (additional exposure to Interest Rates and Equity exotic products is a bonus).
-Experience in risk analysis, model validation and/or model control.
-Strong programming skills in C++, VBA, Matlab.
-Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis.
-PhD or equivalent in Mathematics/Physics or other related degree subject.
This bank has an exceptional team with opportunities rarely seen in this space. Generous salaries are also offered, with bonuses guaranteed for 2010.
To apply please contact by mail with CV in word format.
www.selbyjennings.com
00 44 207 019 4137
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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