This posting has now expired.
By using the search box below, you will be able to find similar jobs that are currently available in the financial, accounting and banking sectors across the UK.
By using the search box below, you will be able to find similar jobs that are currently available in the financial, accounting and banking sectors across the UK.
QUANTITATIVE ANALYTICS/FX Analytics, New York/London
- UK - City of London - New York/London
- Highly Competitive
- Full-Time Permanent
- Financial Services - Quantitative Analytics
- 25-09-08
Job Description
Top tier Investment bank is currently seeking a highly experienced candidate to join their front office FX quantitative analytics modeling team in London or New York. The expanding team is seeking an exceptional candidate that to enter the team in a Director role and help lead either the NYC team of 4 front office quants or the London team of front office quants currently at 5. This position will see the successful candidate working with the traders on a daily basis and reporting directly to the Global Head of FX Exotics Trading in London.
This position will enable the successful candidate to model the most exotic products under long dated FX including local volatility models, stochastic volatility models and local-stochastic models. You will also cover the management and stochastic modelling on second generation FX derivatives for the traders.
The successful candidate will be educated to a PhD level in a highly quantitative course and have a number of years experience in a front office environment where the daily tasks would have included the stochastic modelling of exotics and the implementation into the analytics library using C++ / Java. Experience of Smile Modelling is necessary but not essential for this role.
Due to the seniority and the top team that the successful candidate will be joining, the remuneration for role is outstanding.
Please apply to:
jobs@selbyjennings.com
This position will enable the successful candidate to model the most exotic products under long dated FX including local volatility models, stochastic volatility models and local-stochastic models. You will also cover the management and stochastic modelling on second generation FX derivatives for the traders.
The successful candidate will be educated to a PhD level in a highly quantitative course and have a number of years experience in a front office environment where the daily tasks would have included the stochastic modelling of exotics and the implementation into the analytics library using C++ / Java. Experience of Smile Modelling is necessary but not essential for this role.
Due to the seniority and the top team that the successful candidate will be joining, the remuneration for role is outstanding.
Please apply to:
jobs@selbyjennings.com
- The Team
- ncxvkldjoprjsdiuhort
