Vice President, Quantitative Analytics
About The Position
Opportunity to join a dynamic Quantitative Analytics team facing the Flow Rates Trading and FX Forwards desk based in New York. The successful candidate will be responsible for the full lifecycle development of interest rate and FX models and products in the in-house analytics library, delivering advanced pricing and risk management tools and providing cutting-edge analysis to the trading and sales teams. The role will require a sharp focus on the evolution of modelling and tooling frameworks, coordinating these efforts across relevant teams to ensure successful integration into the Firm’s strategic systems and frameworks.
Requirements
- High qualifications in mathematics and computing
- Knowledge of vanilla interest rates derivatives, FX and cash products for trading, pricing and risk management
- 5-7 years solid experience in a Quant role, preferably desk facing
- Experience in analytics library design and implementation including strong C++ skills
- Strong experience in Front Office development software including Excel and Python
- Knowledge of relevant applications and risk management systems and IT
- Knowledge of regulatory and Anti-Money Laundering procedures
- Understanding of front to back processes related to trading activity
- Strong written and oral communication skills
Nice To Haves
- A postgraduate degree in a quantitative discipline such as finance, economics, engineering, physics, mathematics or computing.
- Understanding of broad range of capital market products (cross-asset) beyond interest rate products
- Program management and regulatory delivery knowledge
Responsibilities
- Partner with the trading desk to provide quantitative support to the business
- Full lifecycle development of advanced mathematical models in the Firm’s in-house analytics library
- Design and implement advanced pricing and risk management tools used directly by the trading and sales teams
- Provide technical leadership and expertise in the implementation and delivery of quantitative solutions including modernization of the current framework and the techniques used within it
- Work closely and collaboratively with trading, sales and marketing to establish clear requirements and specifications
- Work closely and collaboratively with IT partners to ensure that tools are fully and properly integrated into IT systems and applications according to business requirements
- Provide input into the development of the shared Quant and Technology architectural vision
Benefits
- We thrive on the challenge to be our best - progressive thinking to keep growing and working together to deliver trusted advice to help our clients thrive and communities prosper.
- We care about each other, reaching our potential, making a difference to our communities, and achieving success that is mutual.
- A comprehensive Total Rewards Program including bonuses, flexible benefits and competitive compensation
- Leaders who support your development through coaching and managing opportunities
- Opportunities to work with the best in the field
- Ability to make a difference and lasting impact
- Work in a dynamic, collaborative, progressive, and high-performing team
- A world-class training program in financial services
Stand Out From the Crowd
Upload your resume and get instant feedback on how well it matches this job.
What This Job Offers
Job Type
Full-time
Career Level
Mid Level
Education Level
No Education Listed
Number of Employees
5,001-10,000 employees
