Lead nonlinear rates quantitative analytics efforts in the US, providing expertise to support trading strategies, risk management, and decision-making
Job Summary
Lead nonlinear rates quantitative analytics efforts in the US, providing expertise to support trading strategies, risk management, and decision-making.
Develop cutting-edge pricing and risk management models for European and exotic rate derivatives, working closely with trading, sales, and structuring teams.
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, providing expertise to support trading strategies, risk management, and decision-making.
Salary
$220,000 - $300,000
Skills & Requirements
Must-have
nonlinear rates quantitative analytics
pricing and risk management models
quantitative analysis and mathematical modelling
front office infrastructure support
algorithmic mindset and computational expertise
Nice-to-have
thought leadership and creative problem solving
business orientation and collaborative approach
promote innovation and automation
external environment monitoring and influence
Key Requirements
5+ years experience with rate options / exotics / structured products