updated 2 months ago
Quantitative Rates Trading Strat, VP - New York
150 000 - 300 000$
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Job description
Text:
TL;DR
Quantitative Rates Trading Strat, VP - New York (Quantitative Finance): Transforming the rates trading business through quantitative analysis, automated pricing, hedging algorithms, and trading systems with an accent on interest rate derivatives, government bonds, and portfolio risk. Focus on architecting pricing and risk frameworks, structuring complex derivatives, analyzing market data, and leading collaboration across trading, sales, and engineering.
Location: New York, NY, United States
Salary: USD 150,000–300,000 base salary per year, plus potential discretionary bonus
Company
operates a global banking and markets business spanning interest rate derivatives, government bonds, inflation products, structured notes, and risk management solutions.
What you will do
- Lead quantitative analysis of franchise flows and market data to guide strategic decisions and develop an automation platform.
- Oversee the quantitative structuring of complex interest rate derivatives and structured financing products.
- Architect and enhance automated pricing systems for interest rate derivatives and cash products.
- Design automated hedging algorithms and centralized frameworks for managing interest rate exposures.
- Partner with sales, trading, and engineering leadership to maintain and improve pricing, curve modeling, and trading systems.
- Guide software development lifecycle activities and mentor junior quantitative strategists.
Requirements
- Excellent academic record in physics, mathematics, statistics, engineering, computer science, or another highly quantitative field.
- Strong programming skills in an object-oriented or functional language such as C++, Java, or Python.
- 5–10 years of experience in quantitative finance or at a cutting-edge technology company.
- Experience owning projects, managing priorities, and delivering results in a high-pressure environment.
- Strong written and verbal communication skills, including the ability to explain complex technical concepts to senior stakeholders.
Nice to have
- Experience with interest rate products such as government bonds, swaps, options, or inflation products at an investment bank or hedge fund.
- Quantitative or technical experience working directly on or with a fixed-income or derivatives trading desk.
Culture & Benefits
- Collaborative, entrepreneurial environment focused on teamwork, innovation, and meritocracy.
- Work alongside traders, sales professionals, and engineering teams on a fast-paced trading floor.
- Comprehensive wellbeing and resilience offerings.
- Competitive benefits available to eligible US full-time and part-time employees working at least 20 hours per week.
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