Currently partnered with a leading investment bank that is expanding their US Fixed Income Quant team. They are looking for a candidate at either the VP or ED level as another level of seniority into their business. They are looking for someone with strong modeling experience and knowledge across XVA/CVA and interest rate products. If you have hands on modeling experience in C++ please feel free to apply to the below position or reach out to me directly.
Responsibilities:
- Develop rates/derivative pricing, risk and CVA models for rates trading and implement
- Work directly with the rates exotics trading desk and other quant teams across the business
- Conduct research to analyze the models performance
- Assist with LIBOR/SOFR transition initiative
Requirements:
- Masters or PhD in a quantitative field
- 5+ years of experience in front office quant role
- 5+ years of modeling experience and exposure to Rates, XVA, or other FI products
- 5+ years of experience with C++ and/or Python