Options And Structured Rates Quant, Vp

Barclays

New York, NY, US
Base: $150,000 - $225,000; bonus/equity: not speci...
Stochastic interest-rate modeling
C++ and python programming skills
Numerical methods and nonlinear analytics
This role involves designing and implementing advanced stochastic interest-rate models for pricing and risk management of vanilla and exotic rate derivatives

Job Summary

  • This role involves designing and implementing advanced stochastic interest-rate models for pricing and risk management of vanilla and exotic rate derivatives.
  • The successful candidate will partner closely with trading, structuring, and sales teams to deliver quantitative insights that directly support revenue generation.
  • Candidates must possess strong programming skills in C++ and Python along with expertise in production-grade library development.

Matching Summary

This role involves designing and implementing advanced stochastic interest-rate models for pricing and risk management of vanilla and exotic rate derivatives.

Salary

Base: $150,000 - $225,000; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Stochastic interest-rate modeling
  • C++ and Python programming skills
  • Numerical methods and nonlinear analytics

Nice-to-have

  • Team management and mentoring experience
  • Stakeholder management across front-office
  • Thought leadership and creative problem-solving

Key Requirements

  • Experience in quantitative risk management
  • Front-office environment experience preferred
  • Vice President level seniority

Work Rights

Not specified

Tailored Resume

Cover Letter