Vice President, Rates Desk Quant
$200 K - $220 K
ApplyVice President, Rates Desk Quant
Posted 3 days ago
SENIORITY
Senior
SALARY
$200 K - $220 K
About the role
- Develop and support pricing, risk & analysis tools for the interest rate derivatives S&T desk
- Assist S&T desk to generate revenue through research, optimization, improved efficiencies, etc.
- Investigate and resolve issues such as P&L variance, risk discrepancy, complex pricing inquiry
- Engage directly with front office to understand business requirements and communicate timelines
- Monitor daily server processes to ensure accuracy and stability
- Adapt quickly to changing priorities and deliver ad-hoc solutions when necessary
- Work closely and share knowledge with global quant team
- Bachelor's degree or higher in a scientific field such as Mathematics, Physics, Engineering, or Computer Science
- Minimum 5 years of experience working with interest rate derivatives (swaps, swaptions, capfloors, futures, future options, etc.)Experience working directly with front office sales & traders
- Strong knowledge of financial markets with emphasis on interest rate products
- Advanced Excel/VBA development skills
- Programming skills in Python/C#/C++Technical mind set with high attention to detail
- Self-motivated with strong organizational skills
- Resilient and able to deliver under pressure in fast-paced environment
- Good written and verbal communication skills
Before you apply
Applying takes about a minute. These four things decide how fast it moves after that.
Your profile is current
It's what we read first. Occupations, seniority and locations matter more than a long history.
Two examples you can talk through
Not a portfolio — just two pieces of work where you can explain the decisions and what you'd change.
A number in mind
What you're on now and what would make you move. We negotiate better when we know both.
Your notice period
Employers plan around it, and it's the question that stalls offers most often.
Once you apply, someone reads it and calls you before anything reaches the employer — usually within two working days.
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