Director Quantitative Risk Developer

A new and exciting role working as a Quantitative Risk Developer located has emerged in New York within a leading clearing house looking to expand . The successful candidate will be given a great deal of responsibility from day one and will be instrumental in trade approval. Due to the demand for their services, this team has doubled in size and the heads of the business have outlined a plan for continued expansion through 2012. This role will report in to the MD of the group and will be a management role and helping to lead the group and implement the plans laid out by the heads of the business.

Responsibilities:

• Helping to implement the plans laid out by the heads of the business
• Developing and implementing quantitative models to validate different trading strategies.
• Implementing quantitative articles in C++ and SQL, dealing with volatility spreads and the modelling of implied volatility and other advanced mathematical models.
• Writing up new products from term sheets, risk reports and integrating them into the global booking system.

Skills, experience and qualifications:

• Previous experience on quant desk support.
• Must have a PhD in highly quantitative field with a preference on Computational Mathematics or equivalent
• Excellent level of advanced mathematical theory such as stochastic calculus, black scholes, PDE Modelling and large scale Monte Carlo simulations
• Expert knowledge in visual C++/C, Java, SQL Matlab
• Not essential but knowledge in Reuters and Bloomberg is desired.
• Strong communication skills

The team has outstanding bonus opportunities, based on high performances.

To apply please contact risk@selbyjennings.com with CV in word format.

Type: Full-time

Location: New York

Category: Risk Jobs

Apply Email: risk@selbyjennings.com