GBM - Quantatative Rates Trading Strat, VP - New York
$150,000–$300,000 year
On-siteNew York City, New York, United States or New York, United States
Job Summary
Lead systematic quantitative analysis of franchise flows and market data to drive strategic business decisions and design next-generation automation platforms. Oversee end-to-end structuring for complex interest rate derivative and structured financing products, ensuring rigorous quantitative analysis while providing technical expertise to clients. Architect and enhance systems to automate pricing of interest rate derivatives and cash products, delivering fast and accurate responses to quote requests. Design and implement automated hedging algorithms and build robust frameworks to manage risk centrally across broad interest rate exposures. Guide the full software development life cycle using object-oriented or functional paradigms, collaborating with engineering teams to maintain and enhance automated pricing, curve modeling, and trading systems. Mentor junior quantitative strategists on the desk and lead initiatives to expand business across the rates franchise.
Required Qualifications
- Excellent academic record in a highly quantitative field such as Physics, Mathematics, Statistics, Engineering, or Computer Science.
- Strong programming skills in an object-oriented or functional paradigm (e.g., C++, Java, or Python).
- 5–10 years of experience in quantitative finance or at a cutting-edge technology company.
- Proven track record of project ownership, self-management, and the ability to prioritize multiple tasks and deliver results in a high-pressure environment.
- Excellent written and verbal communication skills, with the ability to articulate complex technical concepts to senior stakeholders.
Desired Qualifications
- Prior experience in interest rates (e.g., government bonds, swaps, options, or inflation products) at a peer investment bank or hedge fund.
- Previous quantitative or technical experience working directly on or with a fixed income or derivatives trading desk (regardless of asset class).
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