Vice President, Rates Desk Quant
Hybrid
Core
Develop and support pricing, risk & analysis tools for the interest rate derivatives S&T desk and assist in generating revenue through research and optimization.
Role type
Senior IC quantitative analyst (rates desk)
Builds
Pricing, risk, and analysis tools for interest rate derivatives
Domain
Financial services / Interest rate derivatives
Deliverable
production ML models
Required skills
Interest rate derivatives expertise, Python/C#/C++ programming, Advanced Excel/VBA, Financial markets knowledge, Front office engagement
Preferred skills
None stated
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, Engage with front office to understand business requirements
Seniority
Senior, hands-on IC
