If you believe you have what it takes to join one of the very best quantitative groups in the industry then please apply at quantexotic@selbyjennings.com.

To be considered you must have the following:

• A PhD in a highly quantitative field, preferebly with some focus on quant finance.
• Excellent level of financial Mathematics- stochastics, Brownian motion, PDE's etc.
• Top programming skills in C++/C
• A good understanding of the derivative markets and finance in general.
• Excellent communication skills.

In  this role you will be:

• Developing Derivative pricing models for one of the most profitable trading groups globally.
• Providing ad-hoc quantitative support to the front office.
• Producing Risk management models used by the traders
• Building up the analytics library and working on the forefront of quantitative research

Due to the popularity of this role, if you have not heard from someone in 48 hours after you have applied, please assume you have been unsuccessful.