Front Office Quantitative Analyst FX

Second Tier Investment Bank is looking to hire an experienced front office quantitative modeler to work on their exotic rates / FX desk in London….Second Tier Investment Bank is looking to hire an experienced front office quantitative modeler to work on their exotic rates / FX desk in London. This highly quantitative team develop stochastic pricing models for derivative traders across the globe, who share the pricing analytics library across all asset classes. This role will report directly to the global head of hybrids quantitative analytics, and will allow the successful candidate to work with traders and structurers on a daily basis.

The individual that is hired is likely to come from the following background:

Vast experience creating innovative stochastic pricing models and delivering these into a c++ based library.
Experience with numerous models including local stochastic volatility, stochastic skew, smile modeling etc.
A top PhD in a highly quantitative subject including applied or theoretical mathematics, engineering or physics.
Experience in a top financial institution including an investment bank, derivative based fund or analytics house.

The successful person will be a team player who delivers and exceeds their targets, and has motivations to be part of a growing business.

Please apply directly to +44 (0) 207 019 4137, quantexotic@selbyjennings.com, www.selbyjennings.com

Type: Full-time

Location: City of London

Category: Quantitative Analysis Jobs

Apply Email: quantexotic@selbyjennings.com