This leading Consultancy is looking for a talented and experienced individual who is looking for quick career progression and a new challenge. The individual will mendous amount of business exposure and will not be hidden behind several layers of management due to their flat hierarchy, which has meant expanding the business has been rapid and continuously successful.
Responsibilities
-Serve as a team leader for derivatives and securities valuation projects and quantitative consulting engagements
-Production, analysis and review of Fixed Income, Equity and Credit derivatives for both internal and external clients.
-Derivative price verification, including review and calibration of illiquid model inputs,
-Maintenance of all Fair Value Adjustments on derivative trades and positions
- Involved in consulting services related to quantitative modelling, model review and financial instrument valuation.
Requirements:
-Preference for a MSc or PhD in Mathematics, Physics, Engineering or Quantitative Finance
- 8+ years of relevant work experience required (pricing, risk management, data analysis and quantitative modeling, model development and in-depth knowledge/exposure to pricing methods and forecasting models).
-Computer programming (Excel/VB literate, ideally SQL).
-Wide knowledge of exotic derivatives including the motives for trading them, how they are quoted, traded, priced and risk managed.
-Derivative model implementation and model calibration.
-Ability to multi-task and communicate effectively with clients and staff in consultative settings.
The Person:
Good listener, bold communicator (verbal and written) who is able to adjust to communicating complex issues with product controllers, traders, risk managers, senior management, auditors and regulators. Able to forge effective working relationships with derivative product controllers.
To apply please contact quantexotic@selbyjennings.com with CV in word format or call + 44 (0) 207 019 4137
Type: Full-time
Location: New York
Category: Quantitative Analysis Jobs
Apply Email: quantexotic@selbyjennings.com
City News