Top tier US investment bank is seeking an experienced FX quant for a team lead position in NY. The bank has had a resurgent 2009 and is looking to be in a great position going into Q1. It is looking to capitalize on this position by expanding its highly profitable FX trading business in New York. The bank has hired three senior FX traders in the last 2 months and now is looking to add an experienced quant who can support the expanded desk. You will be working on all traded FX Derivatives and Hybrids as well as supporting some of the High frequency activity. This role reports directly to the global head of FX Quantitative Research, and offers an experienced and high performing quant to take considerable responsibility for the strengthening of the business and the cutting edge quantitative support needed. The ideal candidate will have a front office quantitative analytics background from a top tier investment bank and have an excellent background in both long and short dated FX derivatives. This should be coupled with an excellent academic background and impressive technical ability in financial mathematics and programming. Qualifications: -Front office FX Quant experience to Vice President level or above, -Strong product knowledge on both long dated and short dated FX, -High level of Financial Mathematics- stochastic processes, advanced PDE modelling, Monte Carlo, -Programming skills in C++/C, Java, Matlab, VBA, -Leadership credentials. To apply or for more information please contact by mail www.selbyjennings.com, 00 44 207 019 4137 | ||
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Executive Director FX Quantitative Analyst, New York-Salary $400,000-$600,000
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