Accessibility Links

Senior Quant Developer

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: SJ - 2011 - JECY
  • Sector: Banking and Finance, Selby Jennings, Quantitative Finance
  • 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
Quantitative Research Associate
  • Job type: Permanent
  • Location: New York
  • Salary: US$120000 - US$200000 per year
  • Description Team Description: The Active Equity Research team at a top factor investment research firm is looking for a new Quant Research Associate to join the group. This team interfaces with many areas of the
VP Quant Developer Trading Risk
  • Job type: Permanent
  • Location: London
  • Salary: £90000 - £135000 per annum
  • Description We are currently seeking an outstanding quantitative development candidate to join the QA group of a Tier 1 Investment Bank in London at the VP level. The role is in the global Quantitative Analytics
Quant Strat XVA
  • Job type: Permanent
  • Location: New York
  • Salary: US$120000 - US$300000 per year
  • Description QUALIFICATIONS: An emerging team within a tier one bank on a path towards unprecedented growth is currently hiring! This collaborative team is currently searching for a Quant Strategist to join the
Model Risk Management | Amsterdam
  • Job type: Permanent
  • Location: Amsterdam, North Holland
  • Salary: Negotiable
  • Description Manager Level Quantitative Risk Audit / Control covering Market Risk | Leading Global Investment Bank | Amsterdam Salary - Competitive + benefits & bonus Location - Amsterdam Description A
VP Quant Developer Trading Risk
  • Job type: Permanent
  • Location: London
  • Salary: £90000 - £135000 per annum
  • Description We are currently seeking an outstanding quantitative development candidate to join the QA group of a Tier 1 Investment Bank in London at the VP level. The role is in the global Quantitative Analytics