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VP Level Quant Analyst

this job appointment has expired

Location United Kingdom,

Remuneration £80000 - £100000 per annum

Employment type perm

Updated 08th Nov 2017

Company Selby Jennings

Contact Scott Darroch

Phone 020 3758 8900

Email click here

QUANTITATIVE ANALYST


VP QUANTITATIVE ANALYST - TIER 1 AMERICAN INVESTMENT BANK, LONDON


QUANTITATIVE ANALYST//CROSS-ASSET//PRICING//MODEL VALIDATION//FRONT OFFICE//C //VP//XVA

Selby Jennings has started working with a large, tier 1 American investment bank here in London who are looking for a new VP quant analyst to join their pricing team. If you are passionate about pricing analysis and model development across a variety of different asset classes, or are looking for the next challenge in your career, keep reading below!

To apply for this position you will have a professional quantitative background in pricing or model validation, working with multiple assets within multiple different asset classes at an investment bank, hedge fund, or institutional asset manager.

Responsibilities include:

- Developing pricing models for the independent C library, with potential for future ownership of models
- Support the development of quantitative projects
- Undertake theoretical analysis of models under review
- Support FO traders with pricing tools
- Manage and consult with other key stakeholders (market risk and business control teams)

To be considered for this opportunity you will need to demonstrate:

- An advanced mathematical, quantitative or econometrical qualification - PhD or MSc preferred
- Extensive experience in programming using C
- Extensive professional experience within multiple different asset classes
- A CFA qualification is, of course, desirable

Interviews are taking place at short notice. Applicants are invited to register their interest by applying directly to quantsemea(AT)selbyjennings(DOT)com

QUANTITATIVE ANALYST//CROSS-ASSET//PRICING//MODEL VALIDATION//FRONT OFFICE//C //VP//XVA

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