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Senior Quantitative Analyst - Investment Bank

  • Job type: Permanent
  • Location: London
  • Salary: Competitive
  • Job reference: SJ - 1104 - JECY
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 11/04/2018


Selby Jennings is partnering with a tier 1 investment bank who are looking to add an experienced quantitative analyst to their global valuations team. This role will be an ideal fit for someone with good knowledge of various products as well as their valuation models. It will also be a fantastic opportunity for someone who is looking to take on management responsibilities. 

To apply for this position you will have a professional background in valuations, valuation reporting and/or quantitative analytics 

Responsibilities will include:
- Developing valuation models and model methodologies for the team's valuation capabilities
- Performing analysis of CVA, FVA 
- Assist with the development of the C++ analytics library
- Assist key stakeholders in the front office team (risk, traders, structuring etc.)
- Team management

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

- Extensive experience in developing pricing models for derivative products 
- A high degree of proficiency in C++
- Proficiency in Python will be of benefit
- Strong skills in the valuation of FX products
- A knowledge of machine learning will be of benefit
- A strong academic qualification in a quantitative finance-related discipline - MSc or PhD preferred

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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