Structured Rates Quant

We are seeking Structured Rates Trading Quant Analyst. The analyst will support both Structured Rates trading desk and other teams within the bank as needed. The analyst will be responsible for the full lifecycle development of interest rate volatility 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 modeling and tooling frameworks, coordinating these efforts across relevant teams to ensure successful integration into the Firm’s strategic systems and frameworks.

Responsibiliti

• es
  Partner with the trading desk to provide quantitative support to the Structured Rates and Flow Vol busines
• sesFull lifecycle development of advanced mathematical models in the Firm’s in-house analytics library, with a specific focus on rates volatility produ
• ctsDesign and implement advanced pricing and risk management tools used directly by the trading and sales teams for products including swaptions, caps, floors, bond future options, SOFR future options, bond options and forwards, total return swaps, QIS, and Bermudan derivati
• vesProvide technical leadership and expertise in the implementation and delivery of quantitative solutions, including modernization of the current framew
• orkWork closely and collaboratively with trading, sales, and marketing to establish clear requirements and specificati
• onsWork closely and collaboratively with IT partners to ensure that tools are fully and properly integrated into IT systems and applications according to business requireme
• ntsProvide input into the development of the shared Quant and Technology architectural vis

ion

Requirements: Must

• -have
  Postgraduate degree (Masters or above) in a quantitative discipline such as math, engineering, physics, or stat
• isticsStrong knowledge of rates volatility products (including swaptions, caps/floors, SOFR and bond future options, Bermudan derivatives, QIS, and TRS) for trading, pricing, and risk mana
• gementExtensive background in mathematical modeling and quantitative ana
• lytics5–7 years of solid experience in a Quant role, preferably desk-facing, commensurate with a VP or Director
• levelExperience in analytics library design and implementation with highly beneficial skills in C , alongside strong proficiency in Python a
• nd VBAKnowledge of relevant applications, risk management systems, and IT archit
• ectureStrong written and oral communication