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Junior Quantitative Analyst - Investment Bank

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: SJ - 2702 - JECY
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 27/02/2018



Selby Jennings is working with a large European investment bank who are looking to add a junior quantitative analyst to their London team. This role will be a great opportunity for someone with a strong academic background or internship experience in quantitative finance. This role will also be a perfect fit for an individual who is looking to start their career in front office quantitative analytics.

To apply for this position, you will have working proficiency in C++ and Python and a knowledge of developing pricing models for derivatives in any asset class.

Responsibilities of the role include:

- Assisting with the development of pricing models for equity derivative products
- Maintenance of existing pricing models in the in-house C++ library
- Liaising with traders and other key stakeholders such as risk and sales

Requirements for the position:

- Experience in using C++ and Python in an academic or, ideally, professional setting
- A strong theoretical knowledge of pricing models for derivative products
- Internship experience in a quantitative role will be beneficial 

- A PhD or MSc in a quantitative discipline from an accredited university


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

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