This leading financial services firm is recognized for their cutting edge approach to finance and their award-winning Quant teams are under-going massive expansion plans at bal level. This position will be offered to several candidate but all must have an exceptional academic background, preferably including genuine practical experience in finance and an ambition to achieve.
Training offered is unique and product exposure is vast, which allows candidates to fast-track to senior managerial levels in no time. The entrepreneurial culture of this rapidly growing business provides an exceptional platform for people to grow and learn in a unique environment.
Responsibilities for the Quant Analyst role:
-Develop models and implement them in software for pricing and risk managing derivatvies
- -Develop pricing and calibration tools.
-Benchmark and compare results of various techniques including historical simulations
-Explain model behaviour and predictions, identify major sources of risk in portfolios, provide guidance, and maintain smooth running of production analytics
-Liaise with sales and valuations groups on models and tools
Ideal background of the successful candidate:
-PhD in Mathematics/Physics/Financial Engineering or other related topic is ESSENTIAL.
-Must have stochastic volatility, vega, and stochastic skew and smile dynamics experience.
-Coding experience, preferably Python and/or C++, with emphasis on numerical methods.
-Excellence in probability theory, stochastic processes, partial differential equations, and numerical analysis.
-Those with some previous experience in a quant analyst/model validation team will be at an advantage, but this is not essential.
To apply for this position please contact us by submitting your CV in word format to quantexotic@selbyjennings.com or alternatively phone us on +44 207 019 4137
Type: Full-time
Location: London
Category: Quantitative Analysis Jobs
Apply Email: quantexotic@selbyjennings.com
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