Selby Jennings : Recruitment for the Global Financial Markets

AVP Compliance Officer

jennings — Fri, 03 Feb 2012 16:11:27 +0000

The role sits within the Central Risk division but will be working very closely with the Compliance Group. It has been made available due to xpansion within the firm after it turned huge profits in 2011 which is now being turned into headcount.
The role will report directly to both the Head of Compliance and Head of Regulatory Risk which allows successful candidates great opportunity for career progression. Also with the group seemingly constantly hiring it will allow the team to expand and the role will progress into management quickly.
Ideal Candidates will have…..

Excellent knowledge of European Financial Regulations set out by FSA
Strong client facing skills
Basel II competency
AML and KYC experience
Management potential
Experience of working within a Compliance function (or related Regulatory Risk/Audit Function)
3+ yrs experience

If you are interested in a role which offers exposure to all areas (front and back office) of a firm, promises great career progression and unrivalled compensation then Apply now to risk@selbyjennings.com

Type: Full-time

Location: London

Category: Risk Jobs

Apply Email: risk@selbyjennings.com

Commodity Quant

jennings — Fri, 03 Feb 2012 16:04:01 +0000

This top analytics house is looking for an exceptional commodity derivatives quant who would be interested in working for a top name in the finance . This institution is recognised globally for its excellent work and forward thinking approach to finance. They constantly reinvent themselves to be able to stay ahead of the game and be the leaders in their industry. The employees need to be able to interact with enterprise level clients.

The manager is looking for quants with a strong derivatives modelling background
Candidates should have between 3+ years of commodities experience as a quant analyst, front office modeller, financial engineer etc.
Commodity derivatives experience is essential – not flow or physical
Exceptional skills that would be beneficial for this opportunity are: maths, finance knowledge, numerical methods and C++ is essential
PhDs and very good Masters degrees in a quantitative field are required
Duties:

search, develop, maintain models in library
research, prototype commodity derivative models
on-going maintenance of models and C++ library
Candidates who implement models from scratch are ideal

Candidates from Investment banks, analytics houses, vendors, software houses, hedge funds will be suitable.

If you have the technical ability to work in a fast paced-environment and able to interact with different arms of the business on a daily basis then please feel free to apply in to: quantexotic@selbyjennings.com The role needs strong C++ programmers as this role is very demanding technically, but the opportunity for career growth is unsurpassed.

Type: Full-time

Location: New York

Category: Quantitative Analysis Jobs

Apply Email: quantexotic@selbyjennings.com

Private Equity -Analyst/Associate

jennings — Fri, 03 Feb 2012 16:02:25 +0000

A leading private equity firm in Moscow are currently expanding and as a result have open headcount for an analyst/associate to be based in .
Our client works within the Mining, Industrials, Energy and Infrastructure sectors, providing both Private Equity and Financial Advisory Services in Russia, Eurasia and China. The client works mainly with merchant banks and commodities traders.

In order to apply you should:-

– Be a fluent Russian and French Speaker
– Have experience in consulting, investment banking or private equity within the Mining, Industrials, Energy or Infrastructure sectors
-Have knowledge of the Russia and Chinese regions
– A MBA is not necessary but preferred

As a leader in mining, industrials and energy, an ideal candidate would be passionate about these sectors. This would suit someone who is looking to expand their experience in international private equity focusing on Eurasia. As the company is quickly growing there is a lot of growth potential for candidates.

Interviews are taking place currently.. Please apply directly to investments@selbyjennings.com or visit our website at http://www.selbyjennings.com – All CV`s must be sent in word format.

Type: Full-time

Location: Moscow

Category: Fund Management Jobs

Apply Email: Investments@selbyjennings.com

Cross Asset Junior PhD Quant Analyst

jennings — Fri, 03 Feb 2012 15:54:08 +0000

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

French Speaking restructuring analyst

jennings — Fri, 03 Feb 2012 15:52:09 +0000

A leading restructuring and debt advisory team are currently expanding and as a result have open headcount for an analyst to be based in London .
The firm are looking for an individual with solid credit analysis skills who will be Skilled in performing thorough and detailed credit analysis of distressed companies.

In order to apply you should:-

– Be a fluent French Speaker
– Have solid financial modelling skills (LBO/DCF)
– Have an excellent academic skills
– Have excellent client facing skills.

You responsibilities will include:-

Advising clients on a variety of mandates, specializing in LBOs, financial restructuring and debt buy-backs.
Creating fully-flexible financial models for clients, including restructuring analysis incorporating various scenarios and Sponsor returns, comprehensive LBO models and debt capacity analysis.
Assist Private Equity clients in negotiating detailed term sheets and commitment packs relating to the transaction.
Manage, coordinate and review all 3rd party due diligence (commercial, legal, financial, market, environmental)
Developing actionable trade ideas

The ideal candidate will currently be working within Investment banking/leveraged finance and be looking for a position which will provide you the experience and skills on the restructuring and distressed debt space.

Interviews are taking place currently.. Please apply directly to investments@selbyjennings.com or visit our website at http://www.selbyjennings.com – All CV`s must be sent in word format.

Type: Full-time

Location: London

Category: Strategy Jobs

Apply Email: Investments@selbyjennings.com

TMT Mergers and Acquisitions Analyst/Associate

jennings — Fri, 03 Feb 2012 15:49:13 +0000

A leading London-based TMT mergers and acquisitions advisory practice with a full range of blue chip and entrepreneurial clients are currently looking to add to .
The team are one of Europe`s most successful TMT specialists and therefore offer the chance for an individual to create their own reputation within the sector.

The Position Includes:

Opportunity to run a deal from beginning to end;
Quick progression and mentoring responsibilities.
Good client exposure;;
M&A, IPO`s and debt restructuring;
Pan-European deals.

In order to apply you must possess:-

Strong academics from a leading school;
Experience as an analyst/associate in a respected investment bank.
Strong execution experience;
Highly technical skills, with experience in Media/digital media M&A advisory.

This is an excellent opportunity to be part of a strong team, with excellent deal flow and superior technical capabilities.
You will be given significant client exposure therefore must have excellent interpersonal skills.

Applicants with experience within Consumer/Retails or industrials will be considered.

The ideal candidate will be fluent in English and one other European language.

The firm have made huge advances into the clean technology sectors over the last few years and therefore offer the opportunity to train you within this sector also.

Interviews are taking place currently and a highly competitive package is on offer. Please apply directly to investments@selbyjennings.com or visit our website at http://www.selbyjennings.com – All CV`s must be sent in word format.

Type: Full-time

Location: London

Category: Analysis Jobs

Apply Email: Investments@selbyjennings.com

Rotational Front Office Quant Analyst Program

jennings — Fri, 03 Feb 2012 15:47:03 +0000

My client a leading Investment Bank is recognised for their cutting edge approach to finance and their award-winning Quant teams are under-going massive expansion plans bal level. This training scheme will be offered to between 5-8 different people, but all must have a strong educational background, with a genuine interest in finance and a flare for competition.

This scheme has been developed over the years and now allows for extensive external and internal training. Candidates will get the chance to gain great exposure across the business, and will get experience within a number of asset classes to help broaden their knowledge and help them plan their long term career and the path they wish to take.

Responsibilities:
-Develop models and implement them in software for pricing and risk managing commodity index and basket derivatives.
-Partner with the trading desk on all related risk management and pricing issues.
-Develop pricing and calibration tools.
-Benchmark and compare results of various techniques including historical simulations
-Explain model behaviour and predictions to traders, identify major sources of risk in portfolios, provide guidance, and maintain smooth running of production analytics
-Liaise with sales and other groups on models and tools

Requirements:
-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 Rotational Front Office Quant Analyst program please press the apply button or call 0207 019 4137 or email us your CV (in word format) to quantexotic@selbyjennings.com

Type: Full-time

Location: New York

Category: Quantitative Analysis Jobs

Apply Email: quantexotic@selbyjennings.com

SVP Compliance

jennings — Fri, 03 Feb 2012 15:45:12 +0000

This role offers candidates the chance to gain huge amounts of exposure with a number of the firm`s counterparties as well as gaining experience managing 4 junior compliance analysts.
The role sits within the central compliance function of the firm and reports directly to the CCO on all major issues. With the regular senior management facing it gives an incredible opportunity for career progression, with the role being made available due to the current holder of the role being promoted to director.

The role….

Regular meetings with the CCO and CRO briefing them on the firms compliance function performance
Training and management of multiple junior compliance officers
Ensuring the continued development and management of the compliance framework
Monitoring the firms counterparties, ensuring their compliance in all matters from trades to mergers
Continuous surveillance of the firms` counterparties on anti-bribery and counter terrorism financing

Ideal Candidate….

5-7yrs experience within a reputable financial institutions compliance function
Excellent written and verbal communication skills
Strong management ability
Confident presentational skills and robust personality
Excellent knowledge of all European financial regulations
Experience working within an asset management firm is an bonus
Strong academic background (legal/accounting)

Key words: USA, Compliance, Investment, Investment Advisor, SEC, Investment Advisor Act, CCO, Director, SVP, senior, legal, asset manager, asset management

Type: Full-time

Location: London

Category: Risk Jobs

Apply Email: risk@selbyjennings.com

Director Mortgage Quant

jennings — Fri, 03 Feb 2012 15:41:01 +0000

This strong NYC tier one investment bank is looking to grow its outstanding modelling team by the beginning of 2012 and is now looking for xcellent candidate to join the team. This candidate should have a strong skill set both combining communication and programming skills and the ability to make an impact from day one. This team is a very successful and hardworking group of highly qualified individuals and the candidate who has the opportunity to join this team needs to be experienced in this space. This is a front office and the successful candidate will work on the trading desk delivering to all senior securitised products traders across North America.
Skill set required:

Ideal candidate will currently be a Senior VP in a Top Mortgage Modelling Team. Any Managerial experience would be a benefit.
Ability to mentor both stochastic and statistical focused modelling team.
Exceptional knowledge of HPI modelling.
The ability to develop state of the art statistical models to price agency and non agency mortgage products.
A good understanding of MBS, ABS, RMBS and CMBS would be essential.
A strong candidate would have exceptional modelling skills matched by outstanding programming ability in C++ and Splus and SAS – and the ability to lead project teams across the year.
Previous experience with Alt-A, pass thru`s and ARM would be advantageous.
Candidate should have obtained a PhD from a top university in quantitative subject, ideally computer science or statistics.

This is an opportunity to join a top modelling team at a world-renowned global investment bank and the right candidate will be gaining unsurpassed product exposure and experience. This role is a key hire for this tier one institution and the successful candidate will be mentored by the best modellers in the industry and gain the skills to become experts in their field. If you feel that you have the ability and skill set to work in this team, then please apply in for this excellent opportunity to: quantexotic@selbyjennings.com
Key words: Quantitative; quant; front office; trade; investment bank; NYC; New York; USA; North America; modelling; pass; throu; thru; ARM; securitised products; HPI; Alt-A; MBS; RMBS; CMBS; ABS; C++; Splus; SAS; stats; statistics; PhD; HPI; agency; non-agency;
Please apply directly to quantexotic@selbyjennings.com

Type: Full-time

Location: New York

Category: Quantitative Analysis Jobs

Apply Email: quantexotic@selbyjennings.com

Quant Analyst- Hedge Fund

jennings — Fri, 03 Feb 2012 15:07:34 +0000

Following continued success, my client is looking to expand their team with an experienced quantitative analyst with trading experience. The small team within a blished fund focus primarily on futures (2 weeks and under) and are looking for a candidate with both trading experience and have great programming skills to develop strategies.
Successful candidate will need to:
Have 2 years trading experience
Excellent programming skills
Have previous experience working with futures
Within this successful hedge fund, this well-established team are offering the opportunity to move to a position that will involve both developing strategies and trading. This position offers a particularly competitive package and an excellent opportunity to build your reputation and develop your career. Interviews are currently being scheduled, in order to be considered please apply to qfm@selbysennings.com.

Type: Full-time

Location: New York

Category: Quantitative Analysis Jobs

Apply Email: quantexotic@selbyjennings.com