My client, a top tier investment bank is seeking both a junior and a senior to join their front office EQ Derivatives team. 
Both successful candidates will join in a front role working in direct contact with the trading desk. 
The junior will work in a supportive role, working on pricing and modelling, whilst the successful senior will work in both a supportive and managerial role. 
Both the junior and senior will gain the rare opportunity to move into a trading role in a short period of time respectively. 
The senior will work closely with VP and Director level quantitative analysts and traders.
 
Both successful candidates should be educated to a high level and in a highly quantitative course for instance mathematics or physics. 
Obviously experience pending, both candidates should have strong knowledge of stochastic calculus, PDE's, Monte Carlo and C++.
You will be joining the top performing team within the EQ market, based on the last 2 years and for this reason, my client is seeking the top candidates for the available positions.
 
The experienced individual should have expert knowledge of:
-Exotic products including cliquets, Asian Options, Himalayas, Tarns etc,
-Stochastic calculus including Brownian Motion and Ito Calculus,
-Programming large algorithmic data sets in a common language for example Pearl or C++.
 
The likely profile academic backgrounds of the successful candidates will be:
-DEA or PhD in a highly mathematical course,
-Top university for example Oxbridge or Grande Ecole,
-Significant amounts of financial reading.
 
The compensation for these roles are exceptional and only outdone by the career progression.
 
www.selbyjennings.com
 
Remuneration for both roles is exceptional + bonus.