Director, Head Of Quant Rates Americas

Brightonparkbank

Base: $220,000 - $300,000; bonus/equity: not speci...
Quantitative analysis
Mathematical modelling
Trading strategies
Lead 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 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 and work closely with trading stakeholders to optimize trading decisions.
  • Provide front office infrastructure support through ownership and maintenance of analytical libraries and proactively promote innovation and automation.

Matching Summary

Lead 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

  • quantitative analysis
  • mathematical modelling
  • trading strategies
  • risk management
  • rates options / exotics / structured products
  • pricing and risk model development

Nice-to-have

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

Key Requirements

  • At least 6 years’ experience with rate options / exotics / structured products
  • At least 2 years in a leadership capacity
  • Stem Master or PhD from a leading institution
  • Proficiency with C++ and Python

Work Rights

Must have Legal Right to Work

Tailored Resume

Cover Letter