Desk Quant

We are seeking a Quantitative Analyst at the VP level. You will be supporting the Rates and FX trading desks.

You will work closely with the trading desk to provide quant support, including development of interest rate and FX models and products in the in-house analytics library. This includes designing and implementing advanced pricing and risk management tools used directly by the trading and sales teams You will provide technical leadership and expertise in the implementation and delivery of quantitative solutions including modernization of the current framework

Qualifications

• BS minimum, MS preferred in a quantitative discipline
• 5-7 year's of relevant experience in a trading desk facing role.
• Extensive knowledge of interest rates derivatives, FX and cash products for trading, pricing and risk management
• Experience in analytics library design and implementation including strong C and Python
• Strong experience in front office development software