Top investment bank is looking to hire a quantitative strategist in its front office rates eTrading business. The group combines expertise in quantitative analytics, modelling, pricing, and risk management, with a deep understanding of system architecture and programming.

The role will involve working closely with trading, sales and a small distributed team of quants. This is a very good opportunity for an experienced industry professional to progress their career in an intellectually stimulating, ambitious, and inclusive environment.

What You’ll Do

• Work in partnership with Trading, Structuring, Technology, and Operations to drive the build-out of the strategic analytics platforms
• Responsible for implementing market data functionality in rate/fixed income (covering IR curves, Inflation, IR vols, and other market data)
• Analysis, design, and development of analytics for the desk within the banks platform
• Strong focus on business-driven opportunities and bringing innovative and quantitative ideas to solve complex problems for the desk
• Foster a collaborative and supportive environment by helping junior members of the team and encouraging them to grow their experience

What we’re looking for:

• Advanced degree in Maths, Physics, Computer Engineering or similar
• Strong quantitative, modelling, pricing, and risk management skills, demonstrated within a financial services environment
• Experience developing banking applications and large-scale projects with C++ and/or Python
• Experience working with interest rate vols and other analytic market data
• Strong understanding of Rates derivatives products including Exotics

This is a full-time hybrid position, based in Manhattan. Compensation is highly competitive and contingent on experience.