Front Office Linear Rates Quant Modeler
We are supporting a top-tier global investment bank in New York in the expansion of its Front Office Linear Rates Quant team. This group plays a critical role in driving the success of the global rates trading business by delivering cutting-edge quantitative models, tools, and infrastructure. This is a unique opportunity for early-career quants to gain direct exposure to trading desks, contribute to revenue-generating activities, and work on complex modeling challenges in a fast-paced, collaborative environment. Additionally, team members in this role will have the opportunity to work under the guidance of seasoned quantitative leaders coming from premier global investment banks and top-tier academic institutions.
Key Responsibilities:
- Design, develop, and implement linear IR derivative models for interest rates trading business in North America
- Build and maintain high-performance analytics libraries and tools in C++ to support front office trading
- Develop, integrate, and deploy optimization-based curve construction in collaboration with other quants, contributing expertise in software design, implementation, and performance optimization
- Enhance pricing and risk models for interest rate derivatives, ensuring robustness and alignment with business goals
- Partner closely with traders and stakeholders to deliver revenue-driving solutions and insights
- Contribute to the continuous improvement of modeling frameworks and development practice
Ideal Candidate Profile:
- 1-3 years of experience in front office quantitative modeling, ideally within interest rate derivatives
- Strong proficiency in C++, with experience supporting trading desks or similar high-performance environments
- Solid understanding of fixed income products and interest rate modeling techniques
- Experience with optimization techniques and curve construction methodologies is a strong plus
- Advanced degree in a quantitative discipline (e.g., Mathematics, Physics, Financial Engineering, Computer Science) preferred
- Excellent problem-solving skills and the ability to thrive in a fast-paced, collaborative environment
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