Rates Quantitative Strategist
A top-tier global investment bank is rapidly expanding its front-office quant capabilities, and this team is at the center of it. After recently bringing in senior talent from other leading firms, this team is doubling down on building elite infrastructure for pricing, risk, and trading strategy. This is a growth hire sitting directly on the desk, working side-by-side with traders, researchers, and developers to deliver high-impact quant solutions.
In this role you will be focused on designing and implementing models for intraday and end-of-day pricing, risk, and P&L across fixed income desks. Candidates should bring deep experience in fixed-income derivatives, especially linear or nonlinear rates products, along with strong C++ and Python skills. The work involves derivative pricing, market data functionality, and machine learning modeling, all within a collaborative environment that values innovation and business-driven problem solving.
What You'll Do:
- Design and implement models for pricing, risk, and P&L across rates products
- Contribute to the buildout of a strategic analytics platform used across trading desks
- Work on derivative pricing, market data functionality, and machine learning modeling
- Collaborate with front-office teams to deliver real-time analytics and scalable infrastructure
- Own development across both analytics libraries and user-facing tools
What They're Looking For:
- Experience with linear or nonlinear rates products (IR curves, inflation, vol, etc.)
- Strong background in fixed income, derivatives pricing, and quant modeling
- Must be proficient in both C++ and Python, contributing to enterprise-level codebases
- Hands-on experience with machine learning and large-scale system design
- An advanced degree in a quantitative field (Math, CS, Financial Engineering, etc.)
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