Vice President, Rates Desk Quant
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
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
Required skills
Interest rate derivatives expertise, Python, C#, C++, 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 P&L variance and risk discrepancies, Engage with front office to understand requirements, Monitor daily server processes, Deliver ad-hoc solutions
Seniority
Vice President, Senior IC
