Top tier US investment bank is currently looking to expand its highly profitable Equity trading business in Asia, and is in need of an experienced quant to support the desk.
 
You will be developing the pricing tools, modelling risk of the positions, developing and maintaining the analytics library and supporting the traders with model improvements and coaching.
 
The role is very business focused and you will take considerable responsibility for the continued high standards of the quantitative analytics service, and analytics library to ensure that the trading desk remains profitable.
 
Qualifications:
-A PhD in a highly quantitative subject- Physics, Mathematics, Financial Engineering,
-Experience working on Exotic Derivative products (Equity Preferable but not necessary),
-Strong programming skills in C++/C, Matlab, VBA,
-Excellent level of financial mathematics:  Stochastic Calculus, Advanced PDE modelling, Monte Carlo, etc.
 
To apply or for more information please contact  by mail, www.selbyjennings.com