Top tier British Investment bank is seeking an experienced Equity Derivatives quant to take a senior role in an exceptionally strong quant team in London.


The Equity Derivatives trading unit at this bank is one of the most profitable in the market and this is supported by one of the most highly regarded quant teams. The head of the team is well known and is often invited as the industry expert at a number of international conferences and quant seminars. You will report to him directly and take significant responsibility for the ongoing development of the analytics library with the view to trade more hybrids and support the trading desk. This team is truly on the cutting edge of quant finance and this role will allow you to maximize all of your quantitative ability in an environment that encourages innovation.

The salary is highly competitive and also offers considerable shares and options as well as flexi benefits.

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 quantexotic@selbyjennings.com
http://www.selbyjennings.com +44 (0) 207 019 4137

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.