Vice President, Rates Desk Quant
Core
Develop and support pricing, risk & analysis tools for the interest rate derivatives S&T desk to generate revenue through research and optimization.
Role type
Vice President, Rates Desk Quant
Builds
Pricing, risk, and analysis tools for interest rate derivatives
Domain
Financial services, interest rate derivatives
Deliverable
production ML models | product features
Required skills
Interest rate derivatives expertise, Python/C#/C++ programming, Advanced Excel/VBA, Front office engagement, P&L variance analysis, Risk discrepancy resolution
Preferred skills
Scientific background (Mathematics, Physics, Engineering, Computer Science)
Technologies
Python, C#, C++, Excel, VBA
Responsibilities
Develop pricing and risk analysis tools, Investigate and resolve P&L variance and risk discrepancies, Monitor daily server processes for accuracy and stability, Engage with front office to understand business requirements
Seniority
Senior, hands-on IC
