Our client a Global Investment Bank is seeking an outstanding quant for a front office role on their rapidly growing Fixed Income trading desk.

The group are highly regarded and well known for their exceptional training schemes and career progression which offer candidates the responsibility of running their own team of talented junior quants. The bank is looking to further expand its Fixed Income platform in Singapore/Hong Kong and you will work in a team of 6 and be responsible for the development of complex analytics and pricing models for the desk as well as the development of analytics software.

Skills:
-Experience developing pricing models and software within Fixed Income in some capacity such as analytics, risk management or strategy development.
-Must have solid understanding of statistical analysis, probability, and linear algebra.
-Experience working with real-time systems and market data (Reuters, Bloomberg).
-Will be working in a varied team of pure Quants to Programmers developing analytics libraries, ensuring smooth operations and accurate analysis.
-Work with models to ensure correct pricing of Exotic products.
-Solid experience with C++, Matlab or Splus, C#, VBA/Excel, and databases (SQL)
-PhD in Mathematics/Physics/Financial Engineering from a top university.

To apply or for more information please contact by mail.
www.selbyjennings.com, 00 44 207 019 4137