Rates Quantitative Analyst
Overview: A leading global hedge fund is looking for a highly motivated Rates Quant Analyst to join their front office team. The role focuses on pricing interest rate derivatives, maintaining and enhancing the pricing library, and developing pricing and risk tools to support trading and decision-making.
Key Responsibilities:
Develop and maintain pricing models for interest rate derivatives
Enhance and support the existing pricing library used across trading desks
Build tools and analytics to support pricing, risk management, and trade analysis
Collaborate closely with traders and technologists to deliver robust and scalable solutions
Contribute to the design and implementation of new models and methodologies
Ensure model accuracy, performance, and alignment with market conventions
Requirements:
Strong understanding of derivatives and market dynamics
Proven experience building Rates trading tools and analytics that have delivered commercial value
Excellent mathematical intuition and problem-solving skills
Proficiency in Python for data analysis and tool development
Familiarity with machine learning techniques is a plus
Strong communication skills and the ability to work effectively with both technical and non-technical stakeholders
Self-starter with the ability to work independently and collaboratively in a fast-paced environment
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