Vice President Structured Rates Quant
We are currently partnered with a leading global investment bank seeking a VP-level Quant Strat to join its Structured Rates Trading business in New York. This is a front-office role offering direct interaction with traders and exposure to a broad range of rates volatility and structured rates products. The successful candidate will be responsible for developing pricing models, quantitative tools, and analytics used across trading and risk management, while contributing to strategic initiatives that have a direct impact on the desk's performance. The role offers significant visibility, collaboration with senior stakeholders, and the opportunity to work on complex quantitative challenges within a fast-paced trading environment.
Responsibilities
- Develop and maintain pricing, risk, and analytics tools used by the trading desk.
- Partner directly with traders and structurers to design and implement quantitative solutions supporting trading and risk management activities.
- Enhance existing modeling infrastructure and contribute to the development of new pricing methodologies.
- Support the rollout of new products and assess the feasibility of modeling approaches.
- Conduct quantitative research related to pricing, valuation, and risk management.
- Collaborate with technology, model risk, and other stakeholders to deliver robust front-office solutions.
- Provide quantitative support across a diverse range of rates volatility and structured rates products, including swaptions, cap/floors, bond future options, SOFR future options, bond options, bond forwards, total return swaps (TRS), QIS-related solutions, and Bermudan-style derivatives.
Requirements
- Bachelor's degree in Mathematics, Physics, Engineering, Computer Science, Finance, or a related quantitative discipline.
- Master's degree or PhD strongly preferred.
- Prior experience supporting front-office trading businesses within rates, fixed income, or derivatives markets.
- Strong understanding of rates volatility products, derivative pricing, quantitative modeling, and risk management techniques.
- Experience working with pricing models and mathematical frameworks used across rates derivatives markets.
- Strong programming skills in Python and C++.
- Excellent analytical and problem-solving abilities.
- Strong communication skills and the ability to work effectively with traders, quants, structurers, and technology teams.
- Ability to operate effectively in a fast-paced front-office environment while delivering high-quality quantitative solutions.
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