Director, Nonlinear Rates Qa Americas Lead

Barclays

New York, United States
Base: $220,000 - $300,000; bonus/equity: not speci...
Nonlinear rates quantitative analytics
Pricing and risk management models
Quantitative analysis and mathematical modelling
Lead nonlinear rates quantitative analytics efforts in the US to provide quantitative and analytical expertise supporting trading strategies, risk management, and decision-making within the investment banking domain

Job Summary

  • Lead nonlinear rates quantitative analytics efforts in the US to provide quantitative and analytical expertise supporting trading strategies, risk management, and decision-making within the investment banking domain.
  • Develop cutting-edge pricing and risk management models for European and exotic rate derivatives, working closely with trading, sales, and structuring teams to optimize opportunities and develop customized solutions.
  • Provide front office infrastructure support through ownership and maintenance of analytical libraries, proactively promoting innovation and automation with expertise on quantitative methodologies and technological advancements.

Matching Summary

Lead nonlinear rates quantitative analytics efforts in the US to provide quantitative and analytical expertise supporting trading strategies, risk management, and decision-making within the investment banking domain.

Salary

Base: $220,000 - $300,000; Bonus/Equity: Not specified; Benefits: Not specified

Skills & Requirements

Must-have

  • Nonlinear rates quantitative analytics
  • Pricing and risk management models
  • Quantitative analysis and mathematical modelling
  • Front office infrastructure support
  • C++ and Python proficiency

Nice-to-have

  • Thought leadership and creative problem solving
  • Business orientation and collaborative approach
  • Innovation and automation promotion
  • External environment monitoring

Key Requirements

  • At least 5 years’ experience with rate options / exotics / structured products
  • STEM Master or PhD from a leading institution
  • Proven achievements with pricing and risk model development, calibration, implementation and integration
  • Algorithmic mindset and computational expertise

Work Rights

Legal Right to Work

Tailored Resume

Cover Letter