Accessibility Links

Interest Rates Quant Analyst | Director | NY

  • Job type: Permanent
  • Location: New York
  • Salary: $175000 - $225000 per annum
  • Job reference: RM01163019
  • Sector: Banking and Finance, Technology, Selby Jennings, Development , Quantitative Finance
  • Date posted: 22/12/2017
Interest Rates Quantitative Analysts |Director | New York
Top tier US bank is looking to build out their front office rates quant team. Despite low volatility, the bank saw successful quarters in 2017 and envisions further growth/success in 2018. As a result, they need a senior front office rates quant to help with the team’s expansion. These candidates will work side by side with traders to develop and implement models based on the needs of the Interest Rates business.

Responsibilities for the Interest Rates Quantitative Analysts
-Develop and implement interest rate derivative models using C++.
-Support the trading desk, clarifying model performance and results to traders.
-Develop pricing tools for the team.
-Liaise with senior management.

Requirements for Interest Rates Quantitative Analysts
-Ph.D. or Masters in a technical discipline ie. Physics, Electrical Engineering, Financial Engineering, Computer Science etc.
-At least 6 years of front office experience.
-Strong programming skills in C++, Matlab and/or Java.
-At least 2 years of management experience
-Strong communication skills.
-Professional finance experience is a plus.

Similar jobs
Equity E-Trading Quant
  • Job type: Permanent
  • Location: New York
  • Salary: US$150000 - US$300000 per year + Front Office Bonus
  • Description Equity E-Trading Quant l Global Investment Bank l NYC After an exceptional past quarters the Head of an Electronic Trading Desk at a top tier investment bank in NY has just given headcount approval
Equity E-Trading Quant
  • Job type: Permanent
  • Location: New York
  • Salary: US$150000 - US$300000 per year + Front Office Bonus
  • Description Equity E-Trading Quant l Global Investment Bank l NYC After an exceptional past quarters the Head of an Electronic Trading Desk at a top tier investment bank in NY has just given headcount approval
Fixed Income Quantitative Analyst
  • Job type: Permanent
  • Location: San Francisco, California
  • Salary: US$100000 - US$200000 per year + +Bonus
  • Description Summary for Fixed Income Quant The head of a quantitative analyst at a major financial institution in the San Francisco Bay area has just undertaken a greenfield initiative to add quantitative methods
Front Office Mortgage Quant
  • Job type: Permanent
  • Location: New York
  • Salary: + Bonus
  • Description The Head of Mortgage at an emerging investment bank is looking to bring on board a front office quantitative analyst to support the desk focusing on Non-Agency RMBS
Equity Quantitative Analyst
  • Job type: Permanent
  • Location: New York
  • Salary: US$150000 - US$300000 per year + Front Office Bonus
  • Description Front Office Equity Quantitative Analyst l Global Investment Bank l NYC After an exceptional Q1 the Global Head of Quants at a top tier investment bank in NY has just given headcount approval for