Our client a Global Investment Bank is seeking an outstanding candidate to join the Bank's Rates Exotics business.
The ideal candidate will have experience in Rates derivatives.

The exceptionally talented quant will work closely with senior members and heads of the team who are renowned for their cutting-edge approach to finance.
The quant will be offered an exceptional training program and have market leading career progression for the right candidate.

The successful candidate will be expected to:
-Develop models and implement them in software for pricing and risk managing derivatives,
-Develop pricing and calibration tools,
-Benchmark and compare results of various techniques,
-Implement products using pricing engines and models,
-Explain model behavior and predictions to traders, identify major sources of risk in portfolios, carry out scenario analyses, provide guidance/debug analytics,
-Rapid prototyping of models and products,

Skills:
-Excellence in probability theory, stochastic processes, partial differential equations and numerical analysis,
-Very strong analytical and problem solving abilities,
-C/C++ coding with emphasis on numerical methods,
-Good communication skills,
-PhD or equivalent degree in Mathematics, Mathematical  Finance, Physics or Engineering.
 
Please apply directly by mail, 44 207 019 4137, www.selbyjennings.com