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.
  • Demonstrate extensive knowledge of how the function integrates with the business division / Group to achieve the overall business objectives and foster a performance culture aligned to the values of the business.

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
  • analytical libraries
  • rates options / exotics / structured products

Nice-to-have

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

Key Requirements

  • 6 years' experience with rate options / exotics / structured products
  • 2 years' leadership capacity
  • STEM Master or PhD
  • Proficiency with C++ and Python

Work Rights

Legal Right to Work

Tailored Resume

Cover Letter