Lead Linear Rates Quant - NYC

Lead Linear Rates Quant - NYC

A leading global investment firm is seeking a highly skilled Linear Rates Quantitative Strategist to join their expanding team. This growth hire aims at advancing the firm's presence in the rates e-Trading space. You will lead a greenfield initiative to design and implement cutting-edge quantitative models and curve-building methodologies for linear rates products. The position offers the opportunity to develop real-time pricing and risk analytics, optimize performance for electronic trading platforms, and collaborate closely with trading desks and engineering teams to deliver high-impact solutions.

Job responsibilities include:

• Develop and implement innovative algorithms for constructing real-time curves within the C++ pricing framework.
• Calibrate curve outputs with prevailing market conditions to ensure accurate valuation.
• Collaborate with traders to track market movements and refine curve-building strategies for evolving requirements.
• Work alongside engineers to enhance performance and scalability for eTrading systems.
• Research and develop new models and techniques to improve computational efficiency and predictive accuracy.

Job requirements include:

• MS/PhD in a quantitative subject, Mathematics, Physics, Statistics, etc.
• 4+ years of industry experience in curve building and implementation.
• Expert level modern C++ programming skills
• Experience in supporting rates eTrading or Market Making trading desks
• Expertise in linear rates/rates curve modeling within C++ libraries.