EQ derivatives opportunity in the Front Office at Tier One Investment Bank recruitment
This Investment Bank is one of the top 3 global IB's and is looking for exceptional candidates for its front office team. The team covers Equity derivatives and will be working closely with traders, structurers, modellers and various arms of the front and middle office.
The manager has left this opportunity quite open so that he is able to see excellent candidates from varied backgrounds who are interested in being put forward to the role. The manager has specificed the following criteria as being quite important for the functions of this role:
Candidates should have experience working with Equity derivatives.Expereince in a front office capacity is ideal, but the manager is open to vieiwng other strong finanacial backgrounds if the candidate feels they can take on the daily tasks.EQ models across a spectrum including Asian Options, Tarns, Cliquets would be ideal.C++ skills need to be strong in this front office capacity as candidates will be modelling and implementing on a daily basis at a very high level.PhDs in Maths, Engineering, Physics, Stats, Finance etc are essential. Although very strong Masters/MSc educational backgrounds may be conisdered for the right individual.The role will be based in NYC, so candidates should eiether be based in NYC or willing to relocate / travel there daily.Any candidates with some exposure to Delta 1 would be advantageous.
The above criteria are not set and candidates who exhibit excellent technical ability will be considered even if they do not have all the exact requirements as stated above. Prospective candidates should be very enthusiastic about working for a top tier IB and aware that this team works at a very high level and a candidate's technical ability should be exceptional.
If you feel that you have the ability to take on this challenging role, then please apply into@ quantexotic@selbyjennings.com