Senior CDO Structurer


Top US investment bank requires a senior CDO structurer to work in the New York based team.The team is expanding rapidly in both flow and structured deals. The desk handles a range of structured credit products including default swaps, CDOs, repackaged finance, synthetics and cash products. You will be responsible for the further development of the structured credit derivative business. You will need to have 2 - 3 years relevant working experience with a relevant educational background. This is an opportunity to join one of the most profitable group in a further growing business area.


Please send your resume to trading.usa@huxley.com   and qoute the reference STWL1003A or contact Stefan Willms on 0044 207 469 5002 to discuss further.






Credit Derivatives Trader


A US Investment Bank has a requirement for a Credit Derivatives Trader to join their Trading Desk in New York.


Key tasks:
* pricing and trading of structured products (e.g. basket default swaps, synthetic default swaps, total return swaps, default swaps, …)
* working closely with Quants to implement derivative models (e.g. Hazard Rate Based Default Swaps, Nth to Default Baskets)
* implementing stochastic volatility models
* structuring trades for clients
Requirements:
* 3-4 years relevant Trading experience
* preferred is a PhD in a quantitative subject (however, Master's degree will be considered as well)
Please send your resume via email and quote STWL1003B or call Stefan Willms on 0044 207 469 5002 to discuss this position further.
Interest Rate Derivatives Structurer
One of the big US banks is looking for a Senior Interest Rates Derivatives Structurer to join their New York based business.
The products to cover are structured notes, swaps, asset structures, and liabilities. You will do internal and external marketing of structured notes. The position also covers the responsibility for pricing and execution and you will also work very closely with the trading desk and their sales force.
To be considered for this role, you need a quantitative background and several years experience in structuring or trading of the some of the products to cover.
If you are interested in this position, please send in your resume via email and quote reference STWL1003C or call Stefan Willms on 0044 207 469 5002 to discuss further.






Quantitative Researchers, New York, Highly Competitive


A US-based research entity for a global hedge fund is currently recruiting for new additions. The successful candidates will have an excellent academic background to PHD level in a quantitative subject ideally Physics or Mathematics etc... You will also have very strong C++ and research experience, with atleast 2 years+ post doctoral research in academia or in another quantitative hedge fund. This will provide the opportunity to work some of the leaders in its field and develop and produce cutting edge research. You must be eligible to work in the US.


Contact Adam Buck, email: jobs@selbyjennings.com Tel: 0207 348 6050.


Closing date: 16th May 2005






Eurobond  Sales, Edinburgh, Highly Competitive


A highly successful and established fixed income brokerage is currently recruiting for new additions to its sales team. They are seeking candidates with experience of selling  eurobonds, derivatives and structured fixed income products to institutional clients. Geographically they are recruiting across Europe, both in Northern (Germany, France,Belgium, Scandinavia, the UK etc) and Southern (Iberia, Italy etc) as well as  considering candidates globaly with client bases in the Middle East, US and Asia . They are offering the opportunity to join a forward thinking company where the successful candidates will be given the chance to own part of the company. There is also an exceptional bonus structure and an excellent working environment.


Contact Adam Buck, email: jobs@selbyjennings.com Tel: 0207 348 6050.


Closing date: 16th May 2005






Fund of Fund Sales/Marketing, London, Highly Competitive


A global fund of fund is currently recruiting for a sales person to market throughout continental Europe (75%) and the UK (25%).This is a top-ranked $3 billion multi-manager fund seeking a candidate with a proven track record in selling to institutions, family offices and high net worth individuals. The fund covers fixed income arbitrage, convertible arbitrage, long/short equity, global macro, distressed debt, event driven arbitrage, equity arbitrage, systematic futures and mortgage arbitrage.


Contact Adam Buck, email: jobs@selbyjennings.com Tel: 0207 348 6050.


Closing date: 16th May 2005






PHD for Junior FX Quantitative Analyst, London, Highly Competitive


A tier one US investment bank is currently recruiting for a junior quant analyst. The successful candidate will ideally be educated to PHD level in a quantitative/numerical subject and will have strong programming (C/C++ etc). The candidate will have between 3 and 12 months background within foreign exchange and will have gained this experience ideally through work experience  (can be in risk management, trading etc) , but can also have been gained through in-depth financial reading. This is a front office quant analyst role an will offer an excellent chance for progression.


Contact Adam Buck, email: jobs@selbyjennings.com Tel: 0207 348 6050.


Closing date: 16th May 2005






Foreign Exchange Derivative Sales, London, Highly Competitive


An investment bank is recruiting for a new addition to its treasury sales team. The ideal candidate will have atleast 2 years foreign exchange derivative sales experience. The team covers a cross section of fx products and the ideal candidate will have a strong background in FX options with ideally any background in selling to hedge fund/asset managers. You will join a highly successful existing team  and will have the ability to contribute immediately. Any knowledge of emerging markets or prime brokerage also desirable.


Contact Adam Buck, email: jobs@selbyjennings.com Tel: 0207 348 6050.


Closing date: 16th May 2005






Quant Analyst-Commodities /Energy, London, Highly Competitive


A tier one US investment bank is currently recruiting for a front office quant analyst to join its commodities team. The ideal candidate will have 2 years+ experience within commodities, with any knowledge of energy derivatives a major advantage. The successful candidate will join and established team and will have strong interpersonal skills for this front office role. Ideally this will also be supported by strong academics.


Contact Adam Buck, email: jobs@selbyjennings.com Tel: 0207 348 6050.


Closing date: 16th May 2005






C++/Java Developer for Quantitative Analyst, London, Highly Competitive


A tier one US investment bank is currently recruiting for a strong C++/Java developer with an excellent mathematics background to join its algorithmic trading team. The ideal candidate will have the opportunity to become more business focused and will have the ability to progress into a quantitative analyst. The successful candidate must be able to display exceptional development skills and must be educated to at least DEA/MSC/PHD standard within a mathematical subject. Any experience of algorithmic trading and some knowledge/experience of dealing with tick data and real time trading technology would be an advantage. This role will progress into a quantitative analyst position and so you must have strong maths.


Contact Adam Buck, email: jobs@selbyjennings.com Tel: 0207 348 6050.


Closing date: 16th May 2005






Quantitative Developers, London, Highly Competitive


A tier one US investment bank is currently recruiting for two new additions for its quant development team. The ideal candidates will have strong academic backgrounds to DEA/MSC/PHD level and will have very strong C++. You will ideally have some knowledge of foreign exchange or commodity derivatives, but this is not essential as long as you have a broad understanding or other derivatives, such as equity, interest rates or credit. This is an exciting role based within the analytics team on the desk with the traders and therefore offers excellent business exposure. The ideal candidates will have 1 year+ for the junior position and 3/4 years+ for the senior position. The experience does not need to have been gained in an investment bank, but can be from an energy trading house or financial consultancy for example.


Contact Adam Buck, email: jobs@selbyjennings.com Tel: 0207 348 6050.


Closing date: 16th May 2005







C++ Developer- Statistical Arbitrage, London, Highly Competitive


A top-tier European investment bank has an excellent opportunity for a new addition to join their equity technical cash trading business.


Working on cutting edge development projects you will be involved in a new initiative in equity strategy trading.


The role requires strong development in C++ and knowledge of equities. Also desirable would be any algorithmic trading knowledge and tick data or real time trading technology.


Based in the front office/trading floor with lots of interaction with traders & senior management is involved so you need to be a confident communicator.


Contact Adam Buck, email: jobs@selbyjennings.com Tel: 0207 348 6050.


Closing date: 16th May 2005







 


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