Vice President and Director, Rates Quantitative Analytics
Confidential, New York, New York, United States, 10001
Vice President and Director, Rates Quantitative Analytics
About the Company
Renowned global investment bank
Industry Investment Banking
Type Privately Held
About the Role
The Company is seeking a VP/Director-level Rates Desk Quant to enhance its front-office quantitative analytics function. The successful candidate will be directly embedded on the trading desk, with a primary focus on pricing model ownership, yield curve construction, and quantitative analytics for linear and optional rates products. This hands-on and technical role demands clear accountability for model quality, performance, and front-office delivery. Key responsibilities include owning the development, calibration, and maintenance of pricing and risk models, leading yield curve construction frameworks, and delivering production-quality quantitative models. The role also involves working closely with rates traders on pricing support, risk explanation, and model enhancements, as well as driving quantitative initiatives in collaboration with technology and other quant teams.
Applicants must have a strong front-office quant background with deep expertise in interest rates and yield curve modeling. An advanced knowledge of quantitative finance, including no-arbitrage valuation, stochastic calculus, numerical analysis, and derivatives pricing, is essential. The role requires expert-level programming skills in modern C++ (C++11+), with a working knowledge of Python, and experience in large-scale, collaborative codebases using version control systems such as Git. The ideal candidate will have a proven ability to translate desk requirements into scalable quantitative solutions, demonstrate strong judgment, and possess the technical depth to drive quantitative workstreams independently while effectively partnering with traders and technology teams.
Travel Percent Less than 10%
Functions
Data Management/Analytics Engineering
About the Company
Renowned global investment bank
Industry Investment Banking
Type Privately Held
About the Role
The Company is seeking a VP/Director-level Rates Desk Quant to enhance its front-office quantitative analytics function. The successful candidate will be directly embedded on the trading desk, with a primary focus on pricing model ownership, yield curve construction, and quantitative analytics for linear and optional rates products. This hands-on and technical role demands clear accountability for model quality, performance, and front-office delivery. Key responsibilities include owning the development, calibration, and maintenance of pricing and risk models, leading yield curve construction frameworks, and delivering production-quality quantitative models. The role also involves working closely with rates traders on pricing support, risk explanation, and model enhancements, as well as driving quantitative initiatives in collaboration with technology and other quant teams.
Applicants must have a strong front-office quant background with deep expertise in interest rates and yield curve modeling. An advanced knowledge of quantitative finance, including no-arbitrage valuation, stochastic calculus, numerical analysis, and derivatives pricing, is essential. The role requires expert-level programming skills in modern C++ (C++11+), with a working knowledge of Python, and experience in large-scale, collaborative codebases using version control systems such as Git. The ideal candidate will have a proven ability to translate desk requirements into scalable quantitative solutions, demonstrate strong judgment, and possess the technical depth to drive quantitative workstreams independently while effectively partnering with traders and technology teams.
Travel Percent Less than 10%
Functions
Data Management/Analytics Engineering