Accessibility Links

Senior Quantitative Analyst - Investment Bank

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


SENIOR QUANTITATIVE ANALYST - TIER 1 INVESTMENT BANK -  LONDON

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 

Similar jobs
Sr. Quant Analyst - Economic Capital Modeling
  • Job type: Permanent
  • Location: New York
  • Salary: US$105000 - US$175000 per year + Bonus
  • Description Highly regarded premier financial services firm, voted as one of the best companies to work for globally, is expanding the Economic Capital Group within the Capital Markets division
Front Office Mortgage Quant
  • Job type: Permanent
  • Location: New York
  • Salary: US$100000 - US$200000 per year + + Bonus
  • Description The Head of Mortgage at an emerging investment bank is looking to bring on board a front office quantitative analyst to support the desk focusing on Non-Agency RMBS
Quantitative Research Associate
  • Job type: Permanent
  • Location: New York
  • Salary: US$120000 - US$200000 per year
  • Description Team Description: The Equity Research team at a well known New York based equity trading firm is looking for a new Quant Research Associate to join the group. This team interfaces with many areas of
ALM - Quant Risk Modeling - Treasury
  • Job type: Permanent
  • Location: New York
  • Salary: US$115000 - US$175000 per year + Bonus
  • Description A premier global investment is seeking a qualified quantitative and technical individual to join the expanding Asset Liability Management Model Development team. The ALM development group sits under
Quant Strat XVA
  • Job type: Permanent
  • Location: New York
  • Salary: US$120000 - US$200000 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