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See SELBY-JENNINGS-NEW-YORK 98 Job offers
Front Office Interest Rates Vanilla Derivatives Quant Analyst–New York-COMPETITIVE SALARY STRUCTURE
An exceptional opportunity at this TOP US Investment Bank has emerged at their head-offices in New York.
They are looking to take on the most talented professional to join their ranks and be one of the future senior leaders.
This individual will be working with some of the most respected Quant Analyst in the industry, and reporting directly to the Senior Directors.
This candidate will also be working with the largest exotic and vanilla rates trading floor in the world, supporting some of the achieved traders.
The Quant teams have been praised for their cutting-edge approach to finance and lead the way in terms of techniques and model design, which are followed later by their competitors.
Responsibilities of Front Office IR Vanilla Derivatives Quant Analyst role:
-Supporting and assisting all senior traders, working closely with them on a day-to-day basis.
-Proactively monitor market trends and potential Interest Rate events to provide insights on managing exposures.
-Perform and maintain review for counterparties.
-Identify and report risk issues to management and recommend risk mitigation action.
-Participate in development and enhancement projects.
-Adjusting variety of projects - creating pricing models and eventually improving them.
-Stress testing current models and identifying any potential risks that might affect the trading products.
Requirements for of Front Office IR Vanilla Derivatives Quant Analyst role:
-Previous experience with Interest Rate products (those with specific experience with Bermudan products are at an advantage).
-Knowledge of Derivatives and some experience in an Investment Bank is also a plus.
-Exceptional coding skills and solid programming skills, e.g. C++, VBA.
-Excellent level of Financial Mathematics i.e. stochastic calculus, PDE modelling, binomial trees, etc.
-PhD in Maths/Physics/Financial Engineering from a top-school.
The Person:
-Leadership qualities essential, as the candidate will be expected to manage and oversee a large team in London (and potentially be responsible for those in France).
-Have strong initiative to act on his/her feet, as fast decisions will have to be made.
-Enthusiastic and driven to succeed as this Investment bank are looking for individuals to drive the business forward into the future.
To apply for this Front Office Quant Analyst role please press the apply button or call 00 44 207 019 4137.
Apply by email.
Please do not modify the subject of the mail or your application will not be considered.
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