Selby Jennings has partnered with a Boutique Structured Products Issuer who are looking to add to their growing Structuring Team.
The position will mostly involve pricing complex derivative products and assist the general business expansion, in conjunction with Sales and Quants. You will have the opportunity to learn in all aspects of the derivative world (pricing, trading, and marketing).
Main Duties and Responsibilities of Role:
- Monitoring post-trade activities on primary and secondary markets
- Production of new trades ideas for the Sales team
- Pricing cross asset solutions and structured products with a focus on Equity.
- Implementation of new tools for pricing automation and basket optimisation.
- Master Degree Financial Markets/Quantitative Finance/Mathematics
- Knowledge of Derivatives and associated mathematical concepts
- Internship - 1 years experience ideally.
- Strong IT skills in Excel/VBA
- Python programming is a plus
- French or Italian speaking is a plus
If you are interested in this role please reach out or apply directly.