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Quant Analyst - Tier 1 Investment Bank

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: SJ - 0510- JECY
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 05/10/2017
TIER 1 INVESTMENT BANK

QUANTITATIVE ANALYST
QUANTITATIVE ANALYST – TIER 1 INVESTMENT BANK – LONDON

QUANTITATIVE ANALYST//CROSS ASSET//PRICE STRUCTURING//FRONT OFFICE//QUANTITATIVE MODELLING//CVA//XVA//MARKET RISK//PRODUCT RISK

Selby Jennings is working with a Tier 1 investment bank who are looking to expand their team of quantitative analysts here in London. You will be involved in developing pricing models amongst a team of innovative yet friendly quantitative analysts.

To apply for this position you will have a professional front or middle office quantitative background in price structuring and or model validation across several asset classes and experience within an investment bank, hedge fund, or institutional asset manager.

Responsibilities include:

-          Conducting independent reviews of newly developed models related to market risk, operational      risk and pricing
-          Developing benchmark pricing models for an independent C++ library
-          Engage and manage relationships with key stakeholders
-         Perform a theoretical challenge of the models under validation

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

-          An advanced mathematical, quantitative or econometrical qualification – PhD or MSc preferred
-          Extensive experience in programming using C++, SQL and or Python
-          Extensive experience with FX, Interest Rates, Credit Derivatives or Equities

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

QUANTITATIVE ANALYST//CROSS ASSET//PRICE STRUCTURING//FRONT OFFICE//QUANTITATIVE MODELLING//MARKET RISK//PRODUCT RISK
 

 

 


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