Title: VP Interest Rate Options Strat
Salary: $300,000 + total
A top tier global Investment Bank is looking for a VP Interest Rate Options Strat Desk Quant to join their growing front office team. You will have the opportunity to work on a collaborative team that covers modeling, analytics, and pricing for interest rate options and interest rate swaps. This role reports directly into the global head of quants, which allows the opportunity to work alongside a tenured leadership team. An incredible opportunity to join an excelling team that fosters growth, as a result of their success from this given year.
Responsibilities:
- Desk quant support to develop and support interest rate options trading desk
- Develop and maintain the front-end pricing spreadsheets, and the pricing library in C++
- Construct SOFR curves
- Onboard structured/exotic trades
- Work in a collaborative environment supporting the trading desk and working with other teams across the global organization
Requirements:
- Undergrad, Masters, or PhD degree in a quantitative discipline
- Expert level in C++ and Python
- 3 + years of relevant experience supporting a front office interest rates desk
- 3 + years professional C++ library experience
- Good communication skills
