My client is a leading Global Investment bank with an award winning Fixed Income House at the forefront of developing and implementing innovative trading platforms and methodologies.

They are currently looking for PhD Graduates to join their Fixed Income Quant Team in positions specialising in Credit Derivatives and FX.  Through your day-to-day functions you will gain exposure across the trading effort, working in conjunction with experienced quants on the team, as well as with the trading team, to provide quantitative support and development. Your research and modeling effort will cover a multiple of Fixed Income derivatives including contribution to the strategic formulation of the hybrid business. Thus this role seeks graduates with the ability to deliver creative, complex and ongoing research.

Ideal candidates should be able to boast a CV that reflects academic brilliance.  A PhD level degree with a quantitative background from a top-tier University and an excellent grounding in stochastic calculus, numerical methods and programming is essential. A developed interest in economics and finance is equally a must with relevant experience of electronic markets, models and arbitrage strategies an advantageous bonus.

This is a rare opportunity to join a team at the leading edge of Fixed Income research and strategy, and the financial rewards on offer are outstanding. Thus, my client is looking for the best available recent graduates with not only the relevant qualifications but also a strong desire to exceed expectations, take initiative and further enhance their already prodigious practice.

To apply: Please send your CV to c.hallinan@njfsearch.com or call Chris on 0207 604 4444

NJF Search International is a boutique Executive Search Recruitment Consultancy that specialises in making placements in Quantitative Finance across the Globe.