My client, a top-tier IB, is actively looking for an Executive Director to join their Rates Quant Research team. The ideal candidate has 7-10 years experience as a traditional desk quant with deep knowledge of pricing and risk management models for rates derivatives or FX products. Additionally the candidate should have research experience in Data Analytics or Machine Learning.
- Develop and maintain models to provide quantitative tools to support systematic and algo trading strategies in rates.
- Develop analytical enhancements in the rates Central Risk Book
- Improve rates derivatives modelling via cutting-edge AI, Machine Learning, or Data Analytics
- Ph.D or Msc in a highly quantitative field such as Mathematics, Statistics, Physics, Computer Science, or Electrical Engineering
- 7-10 years experience as a traditional rates or FX desk quant
- Deep knowledge of numerical analysis, probability, and Machine Learning techniques
- Experience with rates or FX data analytics
- Strong in both Python and C++
If you are interested and qualified for this role, please do not hesitate to apply!