Senior Quantitative Research Analyst – NYC recruitment
This global business is expanding and growing despite the pressing financial climate and are looking to grow further in 2012. This includes adding a Senior member to their Quantitative Research team to “add value” and inspire strategic direction in the group.
Reporting into the Global Head of Quantitative Research this role will need the ideal candidate to encompass autonomy and be a creative self starter to develop new ideas and build upon the current success of this group
Job Summary:
Candidate will be part of a quant development team, responsible for researching and developing derivatives pricing models as well as associated analytics.
Required Skills:
Candidate should be a strong quant with 5+ years experience in quantitative finance modeling and development.
Candidate should be comfortable with mathematics including stochastic calculus.
Candidate should have strong software engineering skills, especially in areas of numerical analysis (optimization, PDE solving, c.), Monte-Carlo modeling, and other areas related to quantitative modeling.
Should have experience with financial markets, especially derivatives.
Desired Skills:
Experience with Fixed-Income markets (especially interest-rate derivatives) a plus.
Education:
At least Master's level in a quantitative field (mathematics, physics, c.) is a must with a PhD a strong plus.
The chosen candidate will be rewarded with a competitive salary and bonus package with the opportunity for excellent career progression within a challenging environment.
Keywords:
Quantitative Analyst; Front Office; Interest rates; Exotics; Vanilla; Derivatives; Trading; trader; C++; Vice President; 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