A leading global investment bank is actively seeking an Interest Rate Curve Quant to join their team in New York. This is off the bank end of a strong performance in 2023 and they just got approvals to grow the team. This hire would sit in a team that supports front office pricing, modeling and analytics for the trading desks across multiple asset classes including interest rates , FX, Credit, and commodities. In addition, this group is led by two directors who are eager to leverage years worth of tenured industry experience.
Key responsibilities:
- Develop interest rate curves and linear rates pricing models and analytics
- Develop tools and analytics for hedging, PnL explains, and risk management
- Directly support interest rate traders and collaborate with the broader fixed income quant team, technology and risk.
Ideal Candidate:
- Masters or PhD in a quantitative discipline (i.e. math, stats, physics)
- 3+ years of experience supporting FICC quant team/trading desk
- 3+ years of professional experience with C++ is required
