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Exotic Equity Derivatives Quantitative Analytics, London
- UK - City of London - London
- Highly Competitive
- Full-Time Permanent
- Financial Services - Quantitative Analytics
- 29-09-08
Job Description
Top tier investment bank is currently looking to expand its front office equity derivatives quantitative team and first wants to hire a Director level candidate to lead various projects for the team going forwards. The candidate will gain an opportunity to work with the support of other senior members of the team and also work on an intraday basis with the most exotic products.
The successful candidate may have the following profile:
A number of years experience in a front office equity derivatives quantitative environment working directly with the traders
Experience from a top investment bank or an equity linked analytics function
Experience of volatility modeling
Currently at Senior Vice President or Director Level and with aspirations to manage people
Experience of Tarns, Cliquets, Himilayas, Asian Options flows, exotics, equity linked hybrids products, funds derivatives, quantitative strategies (Vol and correlations)
PhD or DEA in a highly quantitative course for example mathematics, physics, engineering or quantitative finance.
The successful individual will have an effect from day one on the equity linked business of this successful and highly reputable investment bank; and for this reason an individual who has these aspirations is more likely to be successful.
The compensation available for this role is exceptional.
Please apply to:
quantexotic@selbyjennings.com
jobs@selbyjennings.com
www.selbyjennings.com
The successful candidate may have the following profile:
A number of years experience in a front office equity derivatives quantitative environment working directly with the traders
Experience from a top investment bank or an equity linked analytics function
Experience of volatility modeling
Currently at Senior Vice President or Director Level and with aspirations to manage people
Experience of Tarns, Cliquets, Himilayas, Asian Options flows, exotics, equity linked hybrids products, funds derivatives, quantitative strategies (Vol and correlations)
PhD or DEA in a highly quantitative course for example mathematics, physics, engineering or quantitative finance.
The successful individual will have an effect from day one on the equity linked business of this successful and highly reputable investment bank; and for this reason an individual who has these aspirations is more likely to be successful.
The compensation available for this role is exceptional.
Please apply to:
quantexotic@selbyjennings.com
jobs@selbyjennings.com
www.selbyjennings.com
- The Team
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