A top performing London based hedge fund with $7 Billion AUM is currently a leader in buy side derivative trading. The group is currently looking to hire an experienced quant for a senior vice president level role within their quantitative analytics team. The candidate will work directly with senior individuals to provide derivative pricing models, risk hedging analytics, and software library development. This highly mathematical role will challenge the best mathematicians as they create new and evolutionary pricing models for a buy-side house within a strengthening and expanding firm. This is a fantastic opportunity for a strong derivatives quant to either move from a bank to a fund or for an individual already at a fund to take a senior position and a step forward in their career.



The successful candidate will work on both equity derivative and fixed income derivative pricing models and dynamic hedging analytics. There are a number of models that the ideal candidate will have significant experience in including local volatility models, stochastic volatility models, HJM, BGM, Multi Factor and Stochastic Skew etc. You will also be a good programmer in C++ and VBA. The candidate who is hired is most likely to have a PhD in mathematics or physics, and have expert knowledge of stochastic calculus, PDE Modeling, Numerical methods and Monte Carlo Simulations.



This is a really exciting team with genuine prospects of large financial rewards and fast career progression; the opportunity is outstanding.



Please apply directly to quantexotic@selbyjennings.com, +44 207 019 4137, http://www.selbyjennings.com

To apply: Contact: jobs@selbyjennings.com or 0207 019 4100

Selby Jennings is the foremost provider of recruitment solutions to global financial institutions across Europe, the US, Asia and the Middle East.

We work with a diverse range of clients, including investment banks, hedge funds and fund of funds, asset management, M&A, corporate finance and private equity financial consultancies and trading houses.

Covering both contingency and retained recruitment services, we offer our clients an industry leading marketing driven operation, as well as a search and selection service to ensure we access the best and most relevant pool of candidates for every assignment.

Please call a member of the team on 0207 019 4100 to find out more.