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FX Quantitative Analytics.., London
- UK - City of London - London
- Highly Competitive
- Full-Time Permanent
- Financial Services - Research
- 03-10-08
Job Description
A top tier investment bank is looking to expand its London based front office foreign exchange quant team with an experience quantitative modeler for the desk. The team is renowned as being one of the top 3 exotic FX quant teams globally and covers a variety of long and short date FX. The group sits on the desk with the traders and also works on a daily basis with structurers.
The successful candidate will gain a fantastic opportunity to work on the most exotic models with the longest dates; lead projects for the desk; manage a small team; and even trade aspects of the P&L. This team is regarded as one of the best because they get the best people, and the reason they can do this is because they offer exceptional career progression and above market rate compensation packages.
Within the role the successful candidate will:
Sit on the desk and work with the senior traders in the group
Model both long and short dated FX
Gain exposure to multi asset stochastics with opportunity to diversify into hybrids
Report directly into the Global Head of Foreign Exchange Modeling and Analytics
Work on a variety of projects based on Skew, Smile, Volatility, BGMFX, multi currency stochastics etc
The successful candidate may have the following:
PhD or DEA in a highly quantitative course for example mathematics, engineering, physics etc
Exceptional knowledge of stochastic calculus, Brownian Motion, Ito Calculus, PDE’s, probabilities, finance etc
Exceptional programming skills in a transferable language for example C, C++, Java or Fortran
More than 2 years experience working in either an FX model validation, front office Equity or front office FX quantitative analytic role
The opportunities within this team are truly exceptional and this is supported by exceptional compensation on the base and guarantees on bonus for next year.
Please contact:
quantexotic@selbyjennings.com
www.selbyjennings.com
The successful candidate will gain a fantastic opportunity to work on the most exotic models with the longest dates; lead projects for the desk; manage a small team; and even trade aspects of the P&L. This team is regarded as one of the best because they get the best people, and the reason they can do this is because they offer exceptional career progression and above market rate compensation packages.
Within the role the successful candidate will:
Sit on the desk and work with the senior traders in the group
Model both long and short dated FX
Gain exposure to multi asset stochastics with opportunity to diversify into hybrids
Report directly into the Global Head of Foreign Exchange Modeling and Analytics
Work on a variety of projects based on Skew, Smile, Volatility, BGMFX, multi currency stochastics etc
The successful candidate may have the following:
PhD or DEA in a highly quantitative course for example mathematics, engineering, physics etc
Exceptional knowledge of stochastic calculus, Brownian Motion, Ito Calculus, PDE’s, probabilities, finance etc
Exceptional programming skills in a transferable language for example C, C++, Java or Fortran
More than 2 years experience working in either an FX model validation, front office Equity or front office FX quantitative analytic role
The opportunities within this team are truly exceptional and this is supported by exceptional compensation on the base and guarantees on bonus for next year.
Please contact:
quantexotic@selbyjennings.com
www.selbyjennings.com
- The Team
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