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    Last Update : 01/08/2010   

 
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See SELBY-JENNINGS-HONG-KONG 34 Job offers


Front Office Quant Analyst–IR–Hong Kong-$150,000 + excellent package





Our client a Top Tier U.S. Investment Bank is looking to add a Front Office Quant Analyst to join their highly talented and rapidly growing team.
The quant will be offered an exceptional training program and have market leading career progression for the right candidate.
 
The successful candidate will:
-Have experience in working on the stochastic volatility LIBOR Market Model (LMM).
-Implement IR stochastic volatility models
-Implement pricers for IR Volatility/Variance products
-Implement different tools for managing exotic IR portfolios
-Support for IR Exotic Trading Desk
-PhD in a Mathematical discipline from a top school/university.

This heavy-weight Investment Bank has been experiencing an excellent year, with many of their teams now looking to expand for 2010, as they envision an even more prosperous year. With the prospect of managing your own team this opportunity offers fantastic career progression and benefits.

Please apply directly by mail, 00 44 207 019 4137, www.selbyjennings.com

Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
 

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