Senior Quantitative Analyst required for Exotic Interest Rates team : Tokyo : London
In Current Vacancies, Quantitative Analysis JobsTier 1 US investment bank is seeking an exceptional candidate for a front office senior role, at a VP / Director level. The successful candidate will work is a supportive and a managerial role developing IR models for the trading desk. You will work in direct contact with the traders and gain the opportunity to move into a trading role within a short time.
The successful candidate will have experience within BGM and Libor, C++, and previous experience within IR hybrids of FX, Xcurrency and CR. For this role you may have up to 3 years experience within the team. You will also be educated to a DEA or PhD level in a highly quantitative course and from a top University. Your knowledge should extend to stochastic calculus, Monte Carlo simulations, Brownian Motion and pricing of exotic derivatives.
The successful candidate must speak business level Japanese, and be highly motivated to join the fastest growing and most renowned IR team in the Investment market.
www.selbyjennings.com
