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Exotic Interest Rate Derivatives Quant Analytics., New York
- US - NewYork - New York
- Highly Competitive
- Full-Time Permanent
- Financial Services - Quantitative Analytics
- 29-09-08
Job Description
My Client is currently looking to hire an exceptional candidate for a front office role working with the traders on a daily basis and having a real business focused role within the group. The successful candidate will join this expanding front office team in a Senior associate level and report into the US head of interest rate derivative Modeling and analytics. This is a great opportunity for a quant with some experience to get into a top tier bank and work with different groups of people including traders, structurers and institutional clients.
The role will include:
Outstanding career progression to a trading role in either derivatives or high frequency
Modeling BGM, LMM, Smile, BGMFX and volatility modeling
Working with the traders on hedging, modeling and risk analysis
Conveying models from the research quantitative analysts to the front office quantitative analysts and traders
The successful candidate will have the following background:
PhD in a highly quantitative course for example mathematics, physics or engineering
Expert level of stochastic calculus, PDE’s, Martingales, Brownian motion and C++
A number of years experience working in either an interest rates background covering volatility modeling or an FX role working on the smile dynamics.
My client is willing to pay candidates extremely well and offer fantastic career progression throughout the business.
Please contact:
quantexotic@selbyjennings.com
jobs@selbyjennings.com
www.selbyjennings.com
The role will include:
Outstanding career progression to a trading role in either derivatives or high frequency
Modeling BGM, LMM, Smile, BGMFX and volatility modeling
Working with the traders on hedging, modeling and risk analysis
Conveying models from the research quantitative analysts to the front office quantitative analysts and traders
The successful candidate will have the following background:
PhD in a highly quantitative course for example mathematics, physics or engineering
Expert level of stochastic calculus, PDE’s, Martingales, Brownian motion and C++
A number of years experience working in either an interest rates background covering volatility modeling or an FX role working on the smile dynamics.
My client is willing to pay candidates extremely well and offer fantastic career progression throughout the business.
Please contact:
quantexotic@selbyjennings.com
jobs@selbyjennings.com
www.selbyjennings.com
- The Team
- ncvbjkfdsrbiurgeriu
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