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Director Front Office Rates Quant

  • Job type: Permanent
  • Location: Toronto
  • Salary: $300000 - $600000 per annum
  • Job reference: LD652017
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 10/07/2017
Director Front Office Rates Quant 

An Emerging Investment Bank based in NY is looking for a Director to join the fixed income team focused primarily within rates. One of the main functions of the role will be to support various trading desks as well as develop and implement state of the art derivatives pricing models and on-desk tools. 

Job responsibilities would be:
  • Focus on developing new models as well as improve upon existing models
  • Overall day-to-day support of the trading desks
  • Maintain and enhance existing pricing models and on-desk analytics tools
  • Lead the rates quant team and actively participate in the development of pricing models for various interest rates derivatives
The ideal candidate should possess:
  • 8+ years of work experience working in a derivative quant role
  • Advanced knowledge in vanilla and complex rates products
  • PhD in Quantitative Discipline
  • Strong programming knowledge of one or more of the following languages: C++, Python
  • Excellent communication skills
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