Vice President – Front Office Quantitative Analytics (Latin America Rates & FX)
Core
Develop, implement, and maintain pricing, risk, and market analytics for linear interest rate and foreign exchange products across Latin American markets.
Role type
Vice President, Front Office Quantitative Analyst
Builds
Next-generation pricing libraries and quantitative frameworks for front-office trading
Domain
Financial Services / Quantitative Finance / Latin American Markets
Deliverable
production ML models | product features
Required skills
Python, C++, Rust, multi-curve construction, yield curve bootstrapping, FX forwards/NDFs, cross-currency swaps, numerical optimization, API design, Linux, Git, CI/CD
Preferred skills
QuantLib, Bloomberg, Murex, Summit, parallel computing, automated testing
Technologies
Python, C++, Rust, Linux, Git
Responsibilities
Develop pricing and risk analytics for interest rate and FX products; Design multi-curve construction frameworks; Contribute to next-generation quantitative library in Rust; Maintain C++ pricing libraries; Design APIs for trading platform integration; Optimize numerical methods and calculation performance; Investigate pricing discrepancies and perform root-cause analysis; Partner with traders to develop new pricing methodologies; Support quantitative governance and model validation.
Seniority
Senior, hands-on IC