Quantitative Analyst for Interest Derivatives Modeling

2 weeks ago


London, Greater London, United Kingdom Selby Jennings Full time
About the Role

We are seeking a highly skilled and experienced Quantitative Analyst to join our team at Selby Jennings. The successful candidate will be responsible for developing pricing models and hedging analytics for interest derivatives, working closely with traders and other quants.

Key Responsibilities:

  • Developing pricing models and hedging analytics for existing and new products
  • Developing front office analytics for trade pricing and risk monitoring
  • Providing analytic content in joint projects with risk management and technology groups
  • Participating in developing models for asset classes other than interest rate derivatives as opportunities arise
Requirements

To be considered for this role, you will need:

  • Experience with interest rate or credit methodologies and pricing models
  • Strong programming skills in C++ or C#
  • Prior front office experience is preferred

Additionally, we require:

  • A Ph.D degree in Computer Science, Mathematics, Quantitative Finance, Engineering, Physics, or other quantitative disciplines
  • Excellent candidates with Master's degrees will also be considered

Estimated Salary: £80,000 - £110,000 per annum, depending on experience.



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