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Front Office Rates Quant | SVP | NY

  • Job type: Permanent
  • Location: New York
  • Salary: $150000 - $215000 per annum
  • Job reference: LD6142017
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 31/07/2017
Front Office Rates Quant | SVP | NY
 
Top tier investment bank is urgently looking for a highly talented Senior Quantitative Analyst to join their award winning global Front Office Rates Quant team. This candidate will be responsible for supporting the industries top rates derivative trading desks. The team has rapid expansion plans due to last year’s successes and as a result is in urgent need of an experienced Quantitative Analyst to assist the team.

 Position Description:

-Use C++ and VBA to develop and implement established rates models (vanilla and exotic options)

-Enable rapid new product introduction through tactical solutions

-Develop FO analytics for volatility marking, trade pricing, and risk monitoring

-Liaise with Managing Director and Executive Director

 
Position Qualification: 

-Ph.D. in Finance related discipline (Physics, Math, Finance, Economics or related field).

-4+ years of front office experience 

-Advanced programming skills in C++, familiar with Python SAS, SQL and VBA

-Strong analytical and problem-solving skills


If you meet the requirements above please submit your CV ASAP because the team is looking to acquire talent within the first few weeks of April.
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