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Mis à jour le mercredi 8 février 2012
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Voir les 25 annonces d'emploi de SELBY-JENNINGS-LONDON
Vice president, Front Office Exotic Credit Derivatives Desk Quant, London-Salary £80,000-£100,000 Base
Top Tier US investment bank is currently looking to add an experienced credit derivative quant to the front office quant group in London.
This team delivers new and innovative pricing models to the trading desk and implements these into the common analytics library.
The group is highly mathematical with an exceptional knowledge of finance and business decisions.
Each individual must have real business acumen and understand the implications of the models they create on the pnl.
These positions will both report to the head of the trading desk on a daily basis and the global head of credit analytics on a weekly basis that is located in New York.
The successful individuals will be responsible for CDO analytics including bespoke tranche products, CDO^2, and structured credit including ABS, RMBS and CMBS.
The candidates are likely to have the following background:
-Currently be at senior associate or vice president level working in either an exotic credit front office quant team or a model validation role.
-Significant experience in highly advanced mathematics including stochastic calculus, PDE modeling, Numerical methods including Bi/Trinomial Trees.
-Experience from a top investment bank or analytics house.
-Exceptional education to PhD/DEA level in a highly quantitative course for example mathematics, physics or engineering.
-Top level programming skills including C++ or Java.
These are very good opportunities for a top quant to join a top team, in a group performing well above market expectations.
To apply please contact by mail, 00 44 207 019 4137, www.selbyjennings.com
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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