Front Office Quantitative Analyst
this job appointment has expired
Location United States,
Employment type perm
Updated 09th Feb 2018
Company Selby Jennings
Contact Melissa Cortes (NY)
Phone (646) 759-5605
Email click here
We are currently working with a Managing Director at a leading
financial institution in the Bay area that is looking to grow out
his quantitative analytics team. He is looking to hire a Senior
Associate/Vice President level Quantitative Analyst with hands on
front office experience. The team has cross asset coverage
however there is a strong preference towards candidates with
fixed income (rates, credit, mortgages) as well as equity
Given the new initiatives slated for this year it is imperative for this person to have at least 4 years of applied experience developing derivative pricing models from scratch utilizing C in a front office environment or at a vendor.
This is a fantastic opportunity for someone with capital markets experience to not only join a stable institution that has grown exponentially year on year but also apply their skillset in a location with a much better quality of life than traditional financial hubs such as Chicago/NY.
Note, local candidates are preferred however relocation assistance is available to competitive candidates who are 100% committed to making the move to the San Francisco.
- 4 years of FO Derivative Pricing Experience at a top tier investment bank or large financial institution
- Ph.D in a Quantitative Discipline (Physics, Computer Science, Mathematics, ect.)
- Strong knowledge of Stochastic Calculus, Monte Carlo, Greeks, PDEs, ect.
- Expertise in C programming
- Ability to communicate effectively with a wide variety of audiences both written and verbal