Desk Strats

VP Desk Strat role supporting the Interest Rate Options team, focusing on rates-related products, pricing methodology, risk analysis, and desk workflow support. Work closely with traders, model validation, technology, and governance groups to develop and maintain pricing tools, investigate issues, improve desk processes, and advance analytics and infrastructure. Responsibilities include delivering reliable pricing and risk solutions across spreadsheet- and application-based workflows, troubleshooting production issues, and ensuring model changes are tested and implemented in line with governance standards. Strong communication is essential to gather requirements, explain technical topics clearly, and collaborate effectively across teams with model governance and validation stakeholders when discussing changes, controls, testing, and documentation. Proficiency in Excel and Excel VBA, with solid programming ability in Java and Python, and the ability to engage directly with users and stakeholders in a fast-paced front-office environment.