Director, Head Of Quant Rates Americas

Barclays

New York, United States
Base: $220,000 - $300,000; bonus/equity: not speci...
Quantitative analysis
Mathematical modelling
Trading strategies
Provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain, applying quantitative analysis, mathematical modelling, and technology to optimize trading and investment opportunities

Job Summary

  • Provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain, applying quantitative analysis, mathematical modelling, and technology to optimize trading and investment opportunities.
  • Manage rates quantitative analytics in the US, developing cutting-edge pricing and risk management models for European and exotic rate derivatives and working closely with trading stakeholders.
  • Provide front office infrastructure support through ownership and maintenance of analytical libraries and proactively promote innovation and automation.

Matching Summary

Provide quantitative and analytical expertise to support trading strategies, risk management, and decision-making within the investment banking domain, applying quantitative analysis, mathematical modelling, and technology to optimize trading and investment opportunities.

Salary

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

Skills & Requirements

Must-have

  • quantitative analysis
  • mathematical modelling
  • trading strategies
  • risk management
  • pricing models
  • analytical libraries

Nice-to-have

  • thought leadership
  • creative problem solving
  • business orientation
  • collaborative approach

Key Requirements

  • 6+ years experience with rate options / exotics / structured products
  • 2+ years leadership capacity
  • STEM Master or PhD

Work Rights

Must have Legal Right to Work

Tailored Resume

Cover Letter