Rates Quant Strategist
A global investment bank is making a major investment in its Rates business and is hiring a senior Quant Strategist to lead the development of next-generation pricing and risk infrastructure for interest rate derivatives.
This is a front-office role, embedded directly with the trading desk, where you'll work on high-impact projects across interest rates, inflation, and FX. You'll be a key contributor to a proprietary platform used for pricing, risk, and trade analytics, and collaborate closely with traders, sales, and technology teams to deliver scalable, production-grade solutions.
Responsibilities:
- Develop and implement pricing models for interest rate derivatives, including swaps, options, and inflation-linked products
- Build and maintain analytics in C++/Java, integrated into a proprietary platform for real-time pricing and risk
- Provide quantitative support to traders and marketers, including model development, application building, and documentation
- Collaborate with other quant teams and technology groups to ensure consistency across asset classes
- Mentor junior strategists and developers, and help drive research and development initiatives
Ideal Candidate:
- 10+ years of experience in quantitative strategy or research within capital markets, with a focus on rates and FX
- Strong programming skills in C++ and Python; experience with Athena, Quad, or SecDb is a plus
- Deep understanding of pricing and risk for interest rate swaps, options, and FX derivatives
- Experience with pricing libraries, risk systems, and trade lifecycle processes (MTM, PnL, etc.)
- Passion for software design and writing high-quality, scalable code
- Degree in a quantitative field (e.g., computer science, mathematics, engineering, physics)
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