Base: $220,000 - $300,000; bonus/equity: not speci...
Nonlinear rates quantitative analytics
Pricing and risk management models
Quantitative analysis
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 stakeholders to optimize trading decisions.
Provide front office infrastructure support through ownership and maintenance of analytical libraries, proactively promoting innovation and automation.
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
mathematical modelling
C++ and Python proficiency
front office infrastructure support
Nice-to-have
thought leadership
creative problem solving
algorithmic mindset
business orientation
collaborative approach
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