Quantatative Rates Trading Strat, VP - New York (Quantitative Finance)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
TL;DR
Quantatative Rates Trading Strat, VP - New York (Quantitative Finance): Building quantitative pricing, hedging, risk management, and trading systems for interest rate derivatives and government bonds with an accent on statistical analysis, mathematical modeling, and automated trading. Focus on designing pricing and hedging algorithms, structuring complex fixed-income products, and leading initiatives across a global rates franchise.
Location: Onsite in New York, NY, United States
Salary: USD 150,000–300,000 base salary, plus potential discretionary bonus.
Company
is a global investment bank providing trading, financing, risk management, and client services across interest rate and other financial markets.
What you will do
- Lead quantitative analysis of market data and franchise flows to support strategic decisions and develop automation platforms.
- Oversee quantitative structuring for interest rate derivatives and structured financing products.
- Design and enhance automated pricing systems for interest rate derivatives and cash products.
- Build automated hedging algorithms and centralized risk-management frameworks for interest rate exposures.
- Collaborate with sales, trading, and engineering leadership to maintain and improve pricing, curve-modeling, and trading systems.
- Guide software development initiatives 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.
- Proven project ownership, self-management, prioritization, and delivery skills in a high-pressure environment.
- Excellent written and verbal communication skills, including the ability to explain complex technical concepts to senior stakeholders.
- Must work onsite in New York, United States.
Nice to have
- Experience with interest rates, government bonds, swaps, options, or inflation products at an investment bank or hedge fund.
- Quantitative or technical experience working with a fixed-income or derivatives trading desk.
Culture & Benefits
- Collaborative, fast-paced environment on a global trading floor.
- Opportunities to work closely with traders, sales professionals, and engineering teams.
- Professional mentoring and support for career development.
- Competitive benefits and wellbeing offerings for eligible US employees.
- Potential discretionary bonus for eligible active employees at fiscal year-end.
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