Director level Senior Quantitative Analyst recruitment

This is a really good opportunity to get in at the ground level of an exciting growth project within a profitable Investment bank.

They are looking for the chosen candidate to provide hands on desk quant work as well as provide input for the strategic direction of the group.

This role is also unique as it reports directly into the head trader for the group, this will mean direct access to traders and working with the traders in a dynamic environment on a day to day basis.

The candidate will be responsible for managing and growing the Commodities quant team as the business grows. The candidate must be hands-on and used to dealing directly with traders. The candidate will work with the Charlotte/SF-based Commodities desk to produce analytics, including: researching, implementing and testing new models; producing documentation describing models and methods; educating the front office about new models and methods; assisting IT as they integrate models in systems; assisting Model Validation in validating models; and working with the desk to produce spreadsheet pricing tools. The candidate will also manage and direct any other quants working on Commodities projects (currently 1, but expected to grow). The Commodities desk has a large presence in both Charlotte and SF, and so the ability to travel regularly is also required. This IB also takes an innovative approach to desk quant support with all quants reporting directly into the head trader, so interaction and proximity with the traders will be guaranteed.

Requirements:

• 7+ years experience

• Successful track record in Quantitative analytics

• Broad and in depth knowledge of varied commodities markets and products

• Masters degree minimum, PhD preferred

Keywords: Quantitative Analyst; Front office; Commodities; Derivatives; C++; Emerging Markets; New York; USA;

To apply please contact quantexotic@selbyjennings.com with CV in word format or call + 44 (0) 207 019 4137.

www.selbyjennings.com