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
USD150000 - USD150001 per year
Selby Jennings QRF
in Manhattan, NY, United States
Permanent, Full time
Be the first to apply
USD150000 - USD150001 per year
Selby Jennings QRF
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.

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
Selby Jennings QRF logo
More Jobs Like This
See more jobs
Close