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Structured Credit Quantitative Analytics., London/New York
- UK - City of London - London/New York
- Highly Competitive
- Full-Time Permanent
- Financial Services - Research
- 29-09-08
Job Description
Top tier investment bank is currently seeking a leader for a role heading their structured credit quantitative modeling team in either New York or London.
This position will see the successful candidate leading a team of 5 front office modelers covering all structured credit including CDO’s, ABS, RMBS and CDO>2.
This is a senior position within a top US investment bank and will require the successful candidate to not only have an exceptional industry experience spanning a number of years but also have an outstanding academic background to PhD level.
The compensation for this role is exceptional.
For more information please contact:
jobs@selbyjennings.com
www.selbyjennings.com
This position will see the successful candidate leading a team of 5 front office modelers covering all structured credit including CDO’s, ABS, RMBS and CDO>2.
This is a senior position within a top US investment bank and will require the successful candidate to not only have an exceptional industry experience spanning a number of years but also have an outstanding academic background to PhD level.
The compensation for this role is exceptional.
For more information please contact:
jobs@selbyjennings.com
www.selbyjennings.com
- The Team
- nkewhoivbkfhtrog
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