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Quantitative Analyst Director

  • Job type: Permanent
  • Location: London
  • Salary: £100000 - £140000 per annum
  • Job reference: SJ -2009 - JECY
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 20/10/2017
QUANTITATIVE ANALYST DIRECTOR
QUANTITATIVE ANALYST -  TIER 1 GLOBAL INVESTMENT BANK


QUANTITATIVE ANALYST//FIXED INCOME ASSETS//FRONT OFFICE//C++//FINANCIAL MODELLING//CVA//XVA//PRICING

Selby Jennings has started working with a global tier 1 investment bank here in London who are looking for a director level quant analyst to join the front office team. 

To apply for this position you will have a professional quantitative background in quant analytics, working with multiple assets within fixed income at an investment bank, hedge fund, or institutional asset manager. 

Responsibilities include:

-          Reviewing pricing models across multiple different asset classes through the use of quantitative                 methods
-          Develop benchmark models for independent library
-          Perform theoretical review of models under consideration 
-          Apply numerical methods to quantify PV and risk of products

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++
-          Extensive professional experience within multiple fixed income assets
-          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//FIXED INCOME ASSETS//FRONT OFFICE//C++//FINANCIAL MODELLING//CVA//XVA//PRICING

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