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Senior Fixed Income Quant - $130,000-$150,000 - Toronto - Canada
We are seeking an experienced, high performance, results oriented individual to develop pricing, quoting, yield curve and prepayment models in support of our Canadian, European and US Fixed Income (cash and repo) and Interest Rate Derivatives businesses. This quantitative modeller will work closely with our trading businesses and collaborate with other team members, the Technology group and Middle and Back Offices.The ideal candidate will possess not only excellent fixed income quantitative skills but also a keen understanding of wholesale fixed income trading in a capital markets environment.Position Responsibilities-Develop pricing, quoting, yield curve and prepayment models in support of our Canadian, European and US Fixed Income and Interest Rate Derivatives businesses-Provide analytical support to the trading and sales desks, technology and Middle OfficePosition Qualifications-7+ years experience in developing pricing, quoting, yield curve and prepayment models in North American and European fixed income and interest rate derivatives wholesale capital markets-Excellent knowledge of:-Canadian, American and European bond market quoting conventions-treasury, agency, inflation linked, and optionable bonds, MBS and interest rate derivatives pricing and risk-US residential mortgage prepayment modelling-yield curve modelling-High performance, detail and results oriented team player able to work well in a demanding and fast-paced environment-Excellent computer skills (C++, UNIX, VBA, Excel)-PhD, Masters degree in a financial or quantitative disciplineTo apply or for more information please contact us by emailwww.selbyjennings.com , +44 (0) 207 019 4137
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