Director, Head Of Quant Rates Americas

Barclays

New York, United States
Base: $220,000 - $300,000; bonus/equity: not speci...
6+ years rate options experience
2+ years leadership capacity
Pricing and risk model development
The role involves leading rates quantitative analytics efforts in the US to support trading strategies and risk management within investment banking

Job Summary

  • The role involves leading rates quantitative analytics efforts in the US to support trading strategies and risk management within investment banking.
  • Candidates must have recognized expertise with quantitative analytics for G10 rates options, exotics, and structured products.
  • The position requires managing a business function, influencing strategic initiatives, and fostering compliance with regulatory standards.

Matching Summary

The role involves leading rates quantitative analytics efforts in the US to support trading strategies and risk management within investment banking.

Salary

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

Skills & Requirements

Must-have

  • 6+ years rate options experience
  • 2+ years leadership capacity
  • Pricing and risk model development
  • C++ and Python proficiency
  • G10 rates options expertise

Nice-to-have

  • Thought leadership capabilities
  • Algorithmic mindset
  • Collaborative approach to quant work
  • Innovation and automation promotion

Key Requirements

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

Work Rights

Must have Legal Right to Work in the US

Sponsorship: available

Tailored Resume

Cover Letter