Quantitative Equity Index Analyst

My Client, a top investment bank are looking to add to the cash equities desk. They are looking for a quantitative index analyst to join…My Client, a top investment bank are looking to add to the cash equities desk. They are looking for a quantitative index analyst to join the team. This is an excellent opportunity to join a well established team which has a strong track record.

The Role:

Monitoring of major European equity indices for index benchmarked funds and index arbitrage. Risk arbitrage, capital structure arbitrage (debt-equity): development of quantitative models and tools, analysis, publication of research reports, marketing.

Proposing index trade ideas - one-delta, options, ETF, and exotic - to clients

Working with the financial engineering and volatility teams, ETF (Lyxor) and trading to determine

optimum strategies for trade idea implementation

The Candidate:

The successful candidate with have a strong academic background, preferably with a PhD in a quantitative field, e.g Mathematics, Statistics, Computer Science.

Strong programming skills are required, matlab, excel, c, along with database skills including SQL.

Strong presentation skills are also essential.

This role will offer you the opportunity to move into an extremely strong organization that has a proven record of success. You should expect to be working in a highly commercial organization where you will be closely supporting traders and therefore should be able to adapt quickly to the fast paced trading floor environment.

This is a successful company and therefore the salary will be competitive.The level of the hire depends upon your competency in interview. Interviews are taking place currently therefore all applications must be received as soon as possible. Utmost confidentiality assured. Please apply directly to strategy@selbyjennings.com or visit our Website, www.selbyjennings.com. ALL CVs must be submitted in word format.

Type: Full-time

Location: London

Category: Strategy Jobs

Apply Email: strategy@selbyjennings.com