A multi-manager fund in NYC is looking for a Rates Vol Quantitative Researcher to join one of their teams. The team is vital to the success of numerous PMs within their setup and they need someone who is deeply experienced in Non-Linear Rates pricing and modeling.
You will join a heavy hitting, highly visible and fast acting team who is the front line for developing pricing models across the Non-Linear Rates product umbrella. Reach out if you have:
-4+ years experience in Rates Vol pricing/modeling
-Experience developing models from scratch
-Ability to work one-on-one with some of the best PMs in the industry and communicate ideas clearly
-Strong C++ skillset
-STEM degree (Master's of above)