| |
Partager cette information : 
See SELBY-JENNINGS-LONDON 269 Job offers
Front Office Fixed Income Exotic Quant Analyst-Vice President–London-Circa £90,000 + significant bonus package
An exceptional opportunity has emerged at this highly regarded top-tiered US Investment Bank.
The position is well sought after amongst mid-level Quant Analysts, as the cutting-edge training they offer has already proven to propel candidates to leading managers. Offering candidates the opportunity to work heavily with the senior traders on the Fixed Income Exotic Derivatives desk.
They will be overseeing their own projects, and given a rare insight into the intricate details of Fixed Income Exotic products, and other business areas. This kind of experience will create an excellent career platform, which in later years will stand out on their CV.
Due to a successful year, this Investment Bank is offering outstanding bonuses with base salaries not seen anywhere else in the market.
Responsibilities for the Fixed Income Exotic Quantitative Analyst role:
-Supporting the senior traders on the desk, clarifying model performance and results to traders, with the opportunity to develop and create their own models which will be expected to be used by traders globally.
-Working closely with FX, Credit and IR exotic products, gaining wide insight into all exotic products.
-Reporting directly to the Managing Director, who is well-known internationally.
-Develop pricing tools for the team.
-Identifying potential sources of risk and conduct scenario analysis.
-Assessing appropriateness of benchmarks and methodologies used in parameter testing and reserve calculations for the trading portfolio.
Required skills for the Senior Commodity Risk Quantitative Analyst role:
-Quant modeling experience in fixed income, especially in calibrating interest rate and exchange rate models (such as the Ho-Lee, Hull-White, Cox-Ingersoll-Ross models, or the Ornstein-Uhlenbeck model).
-Experience in valuing interest rate and exchange rate derivatives such as caps, floors, swaptions, and digital options.
-PhD in Mathematics/Financial Engineering/Physics or other related subject from a top University.
-Good knowledge in Stochastic Calculus, Statistics, Backward Stochastic Differential Equations.
-Good knowledge of programming languages such as C++, VBA, Matlab, Latex.
The Person:
-Team player.
-This individual will be expected to eventually run his/her own team, so strong leadership qualities is essential, and someone who can inspire and motivate those around them.
-Have strong initiative to act on his/her feet, as fast decisions will have to be made.
-Enthusiastic and driven to succeed as this Investment bank are looking for individuals to drive the business forward into the future.
To apply for this Front Office Quant Analyst role please press the apply button or call 00 44 207 019 4137.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
| |
