Interest Rate Derivatives Quantitative Analyst - Vice President - Remote

Overview

The role is for a Interest Rate Derivatives Quantitative Analyst (Quant) with experience in modeling derivatives, particularly in rates, responsible for model development and stakeholder collaboration.

In Short

• Develop analytics libraries for pricing and risk management.
• Collaborate with Traders, Structurers, and technology professionals.
• Work with control functions like Legal, Compliance, Market and Credit Risk.
• Ensure compliance with policies and procedures.
• Maintain required registrations/licenses for the role.
• Assess risks in business decisions to safeguard the firm's reputation.
• Deliver timely solutions in a self-motivated environment.
• Demonstrate strong mathematical and programming skills.
• Communicate complex issues clearly to stakeholders.
• Possess a Bachelor’s degree, Master’s preferred.

Requirements

• 6-10 years of experience in quantitative modeling or analytics.
• Technical skills in C++ and Python.
• Strong mathematical skills in probability theory.
• Clear written and verbal communication skills.
• Ability to work in a rigorous environment.

Benefits

• Medical, dental & vision coverage.
• 401(k) plan.
• Life, accident, and disability insurance.
• Wellness programs.
• Paid time off packages including vacation and sick leave.