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Exceptional Senior Quantitative Analyst., New York
- US - NewYork - New York
- Highly Competitive
- Full-Time Permanent
- Financial Services - Trading
- 23-04-08
Job Description
A top investment bank is currently seeking an exceptional senior quantitative analyst for a front office trading role. This position is within a highly sought after team and will require the very best candidate for the job. You will gain the rare opportunity to move into a trading role and be directly responsible for a large section of the book / P & L. This bank seeks an experienced modeler from a quantitative background due to the comprehensive model exposure you will have received to life settlement / mortality modeling.
The successful individual will:
Gain a senior trading role working within a team of 5 based out of NYC
Be directly responsible for a section of the P&L
Gain a large amount of business and client exposure
Report to the head of Exotics trading in NYC
The candidates who will be of best fit for this position will:
Currently be working within a front office quantitative team
Currently be modeling life settlement over any asset class
Hold an outstanding quantitative PhD from a top university
Be highly experienced in relation to stochastic calculus, exotic modeling, Monte Carlo simulations and Markov Functions
Be highly communicative and adaptive to various situations on the trading floor
This is a very rare and highly competitive opportunity so for this reason the remuneration is outstanding, even without the bonus.
Please apply directly to:
quantexotic@selbyjennings.com
harry@selbyjennings.com
www.selbyjennings.com
The successful individual will:
Gain a senior trading role working within a team of 5 based out of NYC
Be directly responsible for a section of the P&L
Gain a large amount of business and client exposure
Report to the head of Exotics trading in NYC
The candidates who will be of best fit for this position will:
Currently be working within a front office quantitative team
Currently be modeling life settlement over any asset class
Hold an outstanding quantitative PhD from a top university
Be highly experienced in relation to stochastic calculus, exotic modeling, Monte Carlo simulations and Markov Functions
Be highly communicative and adaptive to various situations on the trading floor
This is a very rare and highly competitive opportunity so for this reason the remuneration is outstanding, even without the bonus.
Please apply directly to:
quantexotic@selbyjennings.com
harry@selbyjennings.com
www.selbyjennings.com
- The Team
- 978997979899080