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See SELBY-JENNINGS-LONDON 271 Job offers
Senior Vice President, Equity Derivatives Quantitative Analytics, London-Salary £80,000-£95,000
Top tier EU investment bank is looking to rejuvenate its Exotic Equity desk after a recent restructure of the business.
They are looking for an experienced front office quantitative modeler to work closely with the traders on the design and implementation of advanced and highly Exotic, Equity derivative models.
This team has recently restructured and is now closely associated with the Commodities desk, therefore you will also be asked to work on a number of Commodity Hybrids on projects with other quants. The team consists of 10 quants globally with the majority at HQ in London. You will report directly into the head of Equity based Analytics and a senior trader, and gain excellent exposure to the business.
The desk covers a wide range of Asians, Quantos, Cliquets, Reverse Convertibles, American, Barriers and Lookbacks but is constantly expanding its product range.
This is an excellent opportunity to join a team that is on a climb since the recent crisis and has managed to turn around very quickly due to quick thinking and good results.
Qualifications:
-Significant experience working on the modeling of exotic equity derivatives, preferably within a Front office team.
-Exceptional academic background to PhD, DEA level in a highly quantitative subject, e.g. Mathematics, Physics, Financial Engineering, El Karoui, etc.
-Advanced Mathematical modeling techniques- Stochastic Calculus, PDE's, Black Scholes, Stochastic Volatility, etc.
-Strong programming skills in C++/C, Java, MATLAB.
-Experienced in large scale Monte Carlo simulations.
-Excellent communication skills (Spanish would be a bonus).
To apply or for more information, please contact by mail.
www.selbyjennings.com 00 44 207 019 4137
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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