Director, Head of Quant Rates Americas

Purpose of the role

Lead rates quantitative analytics efforts in the US to provide quantitative and analytical expertise supporting trading strategies, risk management, and decision-making within the investment banking domain. Apply quantitative analysis, mathematical modelling, and technology to optimize trading and investment opportunities across linear and nonlinear rates trading businesses in the US. Participate in the global structured rates effort through thought leadership, team development and supervision, innovation, modeling, and implementation.

Accountabilities

• Management of rates quantitative analytics in the US.
• Development of cutting‑edge pricing and risk management models for European and exotic rate derivatives.
• Work closely with trading stakeholders to optimize trading decisions and support trading strategies, risk management, and decision‑making.
• Work closely with sales and structuring teams to identify client needs and develop customized solutions.
• Provide front‑office infrastructure support through ownership and maintenance of analytical libraries.
• Proactively promote innovation and automation; provide expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment.

Requirements

• At least 6 years’ experience with rate options, exotics, or structured products with a globally respected institution, including at least 2 years in a leadership capacity.
• Recognized expertise with quantitative analytics for G10 rate options, exotics, and structured products.
• Proven achievements with pricing and risk model development, calibration, implementation, and integration.
• Stem Master’s or PhD from a leading institution.
• Thought leadership, creative problem solving, rigorous modeling approach.
• Algorithmic mindset, computational expertise, system awareness, proficiency with C++ and Python.
• Business orientation and collaborative approach to quantitative work.

Salary / Rate Minimum: $220,000

Salary / Rate Maximum: $300,000

The minimum and maximum salary/ rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available.

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