Thursday, 24 October 2013


  • Company

    Selby Jennings
  • Location

    USA-NY-New York City
  • Remuneration

    £150000 - £200000 per annum, Benefits: Potential for guaranteed bonus 50% +
  • Position Type

    Permanent
  • Employment type

    Full time
  • Updated

    23-Oct-2013
  • eFC Ref no

    1297490

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A Major Global Analytics house whose quantatitive team is world renowned, are looking to add a Front Office Equity Quant to their team. The position is based in New York City and involves  interacting with clients on a daily basis. 

They are looking ideally for a candidate who has extensive production level coding skills in C++, adept with SDEs/PDEs, Stochastic Vol and local Vol modelling and numerical methods primarily with experience in equity but experience within other asset classes is beneficial as this is a cross asset group.

This role involves both devlopment and implementation of equity models and the ideal candidate should possess good communication skills as this requires a lot of client facing time.


The job requirements:

5+ years experience
Strong C++ coding skills
Use of equity models- Local Vol, Heston, Stochastic Local Vol
High level of mathematical skills- preferably a Ph.D
Indepth knowledge of equity derivatives and other asset classes beneficial

They are currently one of the few companies that will offer a guaranteed bonus for the right candidates and their overall package is one of the best in the market right now.

If the above interest you and you would like to work in a dynamic and rewarding environment please hit the apply button

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