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FRONT OFFICE PRICING QUANT

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: SJ - 0112 - JECY
  • Sector: Pricing, Commercial, EPM Scientific
  • Date posted: 01/12/2017
QUANTITATIVE ANALYST

 FRONT OFFICE QUANTITATIVE ANALYST - TIER 1 AMERICAN INVESTMENT BANK, LONDON


QUANTITATIVE ANALYST//PRICING//MODEL DEVELOPMENT//CROSS-ASSET//DERIVATIVES//C++//MODEL VALIDATION//

Selby Jennings has started working with a tier 1 American Investment bank who are looking for a new quantitative analyst to join their front office pricing team. If you are looking to make the next step in your career in quantitative finance and are interested in pricing model development and analysis across multiple asset-classes, this role could be for you!

To apply for this position you will have a professional quantitative background in quantitative analysis with experience in pricing model development and or validation. 

Responsibilities include:

- development of front office pricing models across multiple derivative products for independent C++ library
- contribute to the validation of pricing models
- perform theoretical review of models under validation
-  interact with various stakeholders in the bank (traders, risk, sales)

To be considered for this opportunity you will need to demonstrate:

- An advanced mathematical, quantitative or econometrical qualification – PhD or MSc preferred with excellent stochastic calculus knowledge
- Extensive experience in programming using C++
- Extensive professional experience with multiple derivative products
- A CFA qualification is, of course, desirable

Interviews are taking place at short notice. Applicants are invited to register their interest by applying directly to quantsemea(AT)selbyjennings(DOT)com


QUANTITATIVE ANALYST//PRICING//MODEL DEVELOPMENT//CROSS-ASSET//DERIVATIVES//C++//MODEL VALIDATION//
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