VP - Executive Director Interest Rate/XVA Quant VP - Executive Director Interest Rate/XVA Quant …

Selby Jennings QRF
in Manhattan, NY, United States
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings QRF
in Manhattan, NY, United States
Permanent, Full time
Be the first to apply
Negotiable
Selby Jennings QRF
Currently partnered with a leading investment bank that is expanding a 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
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