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.
• Development and implementation of quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management across various financial products and markets.
• 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.

Matching Summary

Salary

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

Skills & Requirements

Key Requirements

• 6+ years experience with rate options / exotics / structured products
• 2+ years in a leadership capacity
• Quantitative analytics expertise for G10 rates options, exotics and structured products
• Pricing and risk model development, calibration, implementation and integration
• STEM Master or PhD
• Proficiency with C++ and Python

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