Vice President – Front Office Quantitative Analytics (Latin America Rates & FX)

Location: United States of America; support for the New York Quant team

Base pay range: $225,000–$255,000 USD annually

Company

hirify.global is a global financial services organization undergoing a technology-driven transformation.

What you will do

• Develop and maintain pricing, risk, and market analytics for linear interest-rate and FX products across Latin American local and offshore markets.
• Design multi-curve frameworks covering discounting, forwarding, collateral, and cross-currency basis.
• Build quantitative models, market-data infrastructure, pricing tools, risk-management tools, and market-making applications for Sales and Trading.
• Contribute to next-generation quantitative libraries in Rust and Python while maintaining and modernizing existing C++ libraries.
• Design APIs, optimize numerical methods, and improve the performance, robustness, scalability, and reliability of calculations.
• Investigate pricing and risk discrepancies, support testing and model validation, and collaborate with Trading, Sales, Structuring, Risk Management, and Technology.

Requirements

• Approximately 3+ years of experience in front-office quantitative analytics, quantitative development, financial engineering, or a related trading-support role.
• Experience developing pricing models, market-data frameworks, and curve-construction methodologies for interest-rate and FX products.
• Strong programming skills in Python and modern C++; experience with Rust or interest in developing production-quality Rust systems.
• Experience designing APIs and integrating quantitative libraries into front-office applications.
• Strong knowledge of yield curves, bootstrapping, interpolation, discounting, forwarding, linear interest-rate products, FX forwards, NDFs, cross-currency swaps, and valuation adjustments.
• Master’s degree in a related field or equivalent experience is required; strong analytical, communication, and collaboration skills are expected.

Nice to have

• Experience with Latin American markets, emerging-market rates, offshore trading environments, or cross-currency products.
• Experience with QuantLib, Bloomberg, Murex, Summit, or similar front-office platforms.
• Experience with performance optimization, parallel computing, distributed systems, automated testing, model validation, or production monitoring.
• PhD in a related field or certifications such as CQF or FRM.

Culture & Benefits

• Work within a global quantitative team supporting a core Latin America financial-markets franchise.
• Partner across Trading, Sales, Structuring, Risk, and Technology teams.
• Benefits are designed to support employees, families, and well-being.
• Inclusive and accessible application process with accommodation support available.
• Strong risk culture and expectations for responsible risk management.