Lead Model Developer for Financial Institutions
2 days ago
Selby Jennings is looking for a highly accomplished Lead Quantitative Model Developer to drive the development of pricing models and hedging analytics for financial institutions. This senior role involves collaboration with traders and other quants to enhance front office analytics.
Key Accountabilities:
- Overseeing the development of pricing models and hedging analytics for interest derivatives
- Fostering close collaboration with traders and other quants to create front office analytics for trade pricing and risk monitoring
- Engaging with risk management and technology groups to provide analytical insights and expertise
- Evaluating opportunities to extend model development to asset classes other than interest rate derivatives
The successful candidate will demonstrate:
- Proven experience with interest rate or credit methodologies and pricing models
- Expert-level programming skills in C++ or C#, with a focus on performance optimization and modularity
- Prior experience in a lead or senior quantitative modeling role, preferably in a financial institution
A Ph.D degree in relevant fields is essential, while exceptional Master's qualifications may be considered.
Estimated Salary: £100,000 - £140,000 per annum, based on experience.
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