• £180000 - £250000 per annum
  • New York, NY, USA
  • Permanent, Full time
  • Selby Jennings QRF
  • 29 Jan 18

VP/Director Rates Quant | Growing Investment Bank

  • Location: New York, NY, USA
  • Salary: £180000 - £250000 per annum
  • Job Type: Full time

My client is an Investment Bank that has experienced exponential growth since the start of 2016. Since last year, they have grown 30% across all asset classes and are looking to continue growing by an additional 20% headcount this year.

VP/Director Rates Quant | Growing Investment Bank

My client is an Investment Bank that has experienced exponential growth since the start of 2016. Since last year, they have grown 30% across all asset classes and are looking to continue growing by an additional 20% headcount this year. All of the MD’s have come from top-tier institutions on the street and made the move out of frustration of working with legacy libraries and maintaining/tweaking existing models in order to join a platform where they can be involved in new model development and innovative projects as a whole. This is a very unique opportunity that will allow candidates with flexibility on location, title and overall better quality of life since the foundation of their team is to provide their employees with great work/life balance. You will have the opportunity to have a direct impact on the business while working on interesting projects that will allow you to be hands-on from a programming and modelling perspective.

  Position Description:
  • Developing pricing models and hedging analytics for Interest Rate Derivative business
  • Participating in developing models for asset classes other than interest rate derivatives as the opportunity arises
  • Work alongside of the trading desk on a daily basis to address ad-hoc, hedging and strategy questions
  • Work directly with the MD on rolling out new initiatives and assist with bringing on board new talent
  Position Qualifications:
  • 5+ years of experience working as a front office desk quant covering one or more of the following products (option products, standard vanilla swaptions, exchanged traded options, bond options, midcurve options, basis or xccy options and exotics options)
  • Advanced C++ skills. Familiar with other languages such as Python would be a plus as well
  • Ph.D degree in Computer Science, Mathematics, Quantitative Finance, Engineering, Physics, or other quantitative disciplines. Excellent candidate with Master’s degree will also be considered
  • Excellent verbal/written communication skills
 
If you think your background fits the above criteria, please apply directly!