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Quantitative Analyst, (IR/FX/INF/HYB),, London
- UK - City of London - London
- Highly Competitive
- Full-Time Permanent
- Financial Services - Research
- 03-09-08
Job Description
A top tier global investment bank seeks experienced Model Validation Quantitative Analyst (IR/FX/INF/HYB) for senior role.
The successful candidate will be integrated in to the Global Analytics team in a senior position in Market Risk. The team have general responsibility for testing and approving derivatives models across IR, FX, inflation, hybrid and credit asset classes used at products and markets. As an independent source of technical expertise, the team specializes in all aspects of quantitative analysis with particular emphasis on validation, independent development and implementation of mathematical models for pricing and risk management of complex exotic derivatives. The successful candidate would be working closely with the front office quant group, traders and structurers across all asset classes.
Overall purpose of role
Experienced quantitative analyst performing the core validation role in IR/FX/INF/HYB derivatives
Main responsibilities
To test and review new and existing models for correct implementation
To examine suitability of the models for use in different contexts
To write model validation documentation
To develop Global Analytics’ numerical tool kit
Qualifications
PhD in Mathematics/Physics/Engineering, ideally from a top three institution
Quantitative Finance experience- Solid experience working as a quant in IR/FX/INF/HYB in either front office or validation role at major banks. End to end experience from development to validation is a must.
In depth mathematical knowledge- Calculus, Differential Equations, Stochastic calculus, Probability and statistics, Numerical methods, simulation, algorithms and optimization.
Solid computing credentials- Strong C++ numerical programming skill and coding experience
Standard MS Windows applications including VBA
Excellent problem solver and self starter
Well focused and dedicated to work long hours, if necessary.
Able to communicate with other business areas
Willing to mentor juniors
Please apply with CV to jobs@selbyjennings.com or quantexotic@selbyjennings.com
www.selbyjennings.com
The successful candidate will be integrated in to the Global Analytics team in a senior position in Market Risk. The team have general responsibility for testing and approving derivatives models across IR, FX, inflation, hybrid and credit asset classes used at products and markets. As an independent source of technical expertise, the team specializes in all aspects of quantitative analysis with particular emphasis on validation, independent development and implementation of mathematical models for pricing and risk management of complex exotic derivatives. The successful candidate would be working closely with the front office quant group, traders and structurers across all asset classes.
Overall purpose of role
Experienced quantitative analyst performing the core validation role in IR/FX/INF/HYB derivatives
Main responsibilities
To test and review new and existing models for correct implementation
To examine suitability of the models for use in different contexts
To write model validation documentation
To develop Global Analytics’ numerical tool kit
Qualifications
PhD in Mathematics/Physics/Engineering, ideally from a top three institution
Quantitative Finance experience- Solid experience working as a quant in IR/FX/INF/HYB in either front office or validation role at major banks. End to end experience from development to validation is a must.
In depth mathematical knowledge- Calculus, Differential Equations, Stochastic calculus, Probability and statistics, Numerical methods, simulation, algorithms and optimization.
Solid computing credentials- Strong C++ numerical programming skill and coding experience
Standard MS Windows applications including VBA
Excellent problem solver and self starter
Well focused and dedicated to work long hours, if necessary.
Able to communicate with other business areas
Willing to mentor juniors
Please apply with CV to jobs@selbyjennings.com or quantexotic@selbyjennings.com
www.selbyjennings.com
- The Team
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