AVP/VP Quant | London, UK
Selby Jennings Quant team has been mandated to fill a Quant Analyst role at a global financial services firm in London. London is the HQ of this firm and this cross-asset quant team need to add an EQ FX Quant to the division. The team cover vanilla exotic derivatives + responsible for researching, building and implementing the pricing models and other complex analytics.
Experience Needed:
- PhD (MSc) in quantitative subject is preferred
- Suitable backgrounds: Quants who have experience with traders and developed models for an EQ or FX desk (or both).
- Ideally experience with the full cycle of model development - from research to implementation, documentation, delivery and support.
- Solid understanding of fundamental mathematics, probability, stochastic calculus.
- Strong problem-solving abilities and the ability to think pragmatically.
- Good knowledge C++ or Java.
- Previous experience in exotic option pricing is advantageous, but not required.
- Excellent communication skills - It is crucial for the candidate to be able to explain complex quantitative problems in terms understandable to our product specialists and potentially clients.
Please apply into Quantexotic link below, if you feel that your skill set matches the opportunity within this quant team.
Leave a Reply
You must be logged in to post a comment.