Accessibility Links

Senior Quant Developer

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: SJ - 2011 - JECY
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 20/11/2017
QUANTITATIVE ANALYST

QUANTITATIVE ANALYST - LARGE INTERNATIONAL HEDGEFUND


QUANTITATIVE DEVELOPER//CROSS-ASSET//PRICING//SOFTWARE IMPLEMENTATION//STOCHASTIC MODELLING//BUY-SIDE

Selby Jennings has started working with a global $50BN aum hedgefund who are looking for a new quant developer to join one of their offices in Germany. If you are interested in honing your software implementation and modelling skills with exposure to a variety of asset classes, please keep reading below!

To apply for this position you will have a professional or academic background within stochastic finance and software development  

Responsibilities include:
- Software implementation of asset models and pricing routines
- Optimise and rewrite existing codes
- Develop specification for market variables
- Develop estimation and recalibration tools

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 software implementation using any major programming language
- Any experience developing a UI is a plus
- Any experience implementing the Heston equity model will be of benefit
- Academic or professional experience within stochastic finance/modelling
- 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 DEVELOPER//CROSS-ASSET//PRICING//SOFTWARE IMPLEMENTATION//STOCHASTIC MODELLING//BUY-SIDE
Similar jobs
Senior Compliance Officer | Banking, Private Wealth | Singapore
  • Job type: Permanent
  • Location: Singapore
  • Salary: $180000 - $220000 per annum
  • Description We are recruiting for a Senior Compliance Officer, Private Wealth for an Established Asian Bank to be based in Singapore. This is a brand new...
Senior Natural Gas Originator
  • Job type: Permanent
  • Location: Houston
  • Salary: $150000 - $200000 per annum
  • Description An international energy company is looking to add a Senior Natural Gas Originator to their Houston office. They are looking for candidates with an innovative...
Director Corporate Finance Advisory, Real Estate - London (VP/Manager)
  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Description My client, a leading corporate advisor is looking to add an experienced individual to join their successful Real Estate team to help with the origination,...
Senior Conversion Manager
  • Job type: Contract
  • Location: Saarbrücken
  • Salary: Competitive
  • Description Ich arbeite momentan mit einem deutschen Versicherer zusammen, der zum neuen Jahr seine Website weiter optimieren und personalisieren möchte. Aus dem Grund sind wir auf...
Compliance Role
  • Job type: Permanent
  • Location: London
  • Salary: £100000 - £120000 per annum
  • Description Looking for a Senior Compliance Manager for a role in central London with a firm who have provided investment services for over 25 years. This...