This leading US Investment Bank is looking to take on a talented candidate who can hit the ground running and looking for a challenge. This Model Validation group is not like your average Model Validation group as it encompasses a wide spectrum of the business units allowing these team members to gain exposure to other functions (trading/structuring/Front Office). This model validation team are widely known for their leading financial projects and have been widely praised for their cutting-edge approach to Finance. The candidate will be gaining an exceptional insight into all asset classes, which is rare in this market. Gaining this kind of exposure, will give the candidate a tremendous amount of flexibility and add value to their worth in the industry.
Responsibilities:
-Candidate will be analysing and benchmarking some of the most complex and exotic models.
-Stress testing current models and identifying any potential risks that might affect the trading products.
-Managing all risk scenarios by planning solutions in advance.
-Supporting and assisting all senior traders, working closely with them on a day-to-day basis.
-Candidate will be working with FX, IR, Commodities, Equity and Credit products, gaining a strong understanding of all asset classes.
Requirements:
-PhD Mathematics/Physics or other related subject.
-Some previous experience with at least one financial product, would be a plus but it is not essential.
-General Programming skills needed e.g. C++, C#, Java etc.
-Strong knowledge of using VBA and Excel (which is heavily used).
-Strong analytical skills.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.
To apply or for more information please contact quantexotic@selbyjennings.com
+44 207 019 4137, http://www.selbyjennings.com
Type: Full-time
Location: New York
Category: Quantitative Analysis Jobs
Apply Email: quantexotic@selbyjennings.com
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