NY or London: 3 x IR Quants (VP/Director level)
Selby Jennings has been mandated to fill various IR Quant openings in London + NYC. These opportunities are with 2 different investment banks. Both opportunities sit on the trading desk and require candidates who want a very high level of exposure to the traders.
Profile Requirements:
- PhDs/MSc in quant subjects
- Prior experience working with traders
- Very strong C++ skills are essential for model building development
- Working experience with products like swaps options
- 1 opportunity requires strong curve design and building experience (algorithms for building IR curves in a multi-curve setting) linear product experience
- Experience with inflation would be an advantage for the managers
- Ability to discuss very technical ideas around specific models, model parameters, issues with models and modeling techniques i.e. option price modeling (SABR vs Heston/OIS discounting vs Libor)
Please apply into the below Quantexotic link.
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