Interest Rates Quantitative Modeler - Vice President
We are working with a leading global bank to hire a Quantitative Modeller to join their Interest Rates Quantitative Analytics team. This role is part of the Model Implementation and Control function and focuses on the testing, review, and governance of pricing models used for interest rate derivatives.
This is a key position offering exposure to front-office modelling and collaboration with teams across trading, risk, finance, and model validation.
Key Responsibilities
- Review and assess model design and documentation, providing feedback to developers.
- Design and run performance tests using production-level C++ libraries and Python.
- Investigate model behaviour and suggest improvements where needed.
- Automate testing processes and produce clear, well-structured documentation and reports.
- Work closely with stakeholders across quantitative development, trading, risk, finance, audit, and validation.
Candidate Requirements
- Strong academic background in mathematics, financial engineering, or a related quantitative field.
- Solid experience working with interest rate derivatives models, including structured products.
- Proficiency in Python and C++ or C#.
- Strong documentation skills.
- Experience in model governance or validation is a plus.
- Excellent communication skills and the ability to work with both technical and non-technical teams.
Vice President Responsibilities
- Contribute to model strategy and ensure alignment with governance and regulatory standards.
- Support cross-functional initiatives and represent the team in discussions with senior stakeholders.
- Mentor junior team members and contribute to the development of best practices.
- Take ownership of risk and control responsibilities related to model implementation and testing.
This is an excellent opportunity for a technically strong quant to join a well-established team and contribute to the development and oversight of models that support trading and risk management across global markets.
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