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Front Office Interest Rates Deriv. Quant | Direct.

  • Job type: Permanent
  • Location: New York
  • Salary: $220000 - $350000 per annum, Benefits: bonus
  • Job reference: RM10920150547
  • Sector: Banking and Finance, Quantitative Finance, Research and Strategy, Risk Management, Selby Jennings
  • Date posted: 16/02/2018
Front Office Interest Rates Deriv. Quant | Director| Investment Bank

Top tier investment bank is looking for an expert rates quant analyst to build out their growing interest rates desk. This candidate will work alongside some of the industries top quants and traders to assist in the development of the rates desk. If you have applied experience working within rates products, have more than 5 years of experience managing a team and want to join a dynamic and growing group please apply.

Responsibilities Front Office Interest Rates Deriv. Quant | Director | Investment Bank
-Liaise with MD's and Global Head
-Stress test current models and identifying any potential risks that might affect the trading products.
-Candidate will be working predominantly with exotic and vanilla products, and will be gaining valuable insight into the rest.
-Manage an existing team of 4 quants.
-Build out the existing team by hiring 2 additional Associate/VP level quants.


Requirements Front Office Interest Rates Deriv. Quant | Director | Investment Bank
- Ph.D. in a technical discipline ie. Physics, Electrical Engineering, Financial Engineering, Computer Science etc.
-8+ years of experience with interest rates products (both vanilla and exotics)
-4+ years of management experience
-Previous experience in an investment bank, hedge fund or asset management firm
-Strong programming skills in C++, VBA, MATLAB, R, SQL a strong plus
-Must have strong communication skills


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