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Rates Quant, VP/Director – Leading Investment Bank – NYC
A global investment bank is strengthening its front-office quantitative analytics function and is hiring a VP / Director–level Rates Desk Quant to support interest rate trading activity in New York City.
This role is embedded directly on the trading desk and focuses on pricing model ownership, yield curve construction, and quantitative analytics across linear and optional rates products. The position is hands-on and technical, with clear accountability for model quality, performance, and front-office delivery.
Role Overview
You will act as a senior quantitative contributor responsible for the design, calibration, and production implementation of interest rate pricing models. The role requires strong judgment, technical depth, and the ability to drive quantitative workstreams independently while partnering closely with traders and technology teams.
Key Responsibilities
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Own the development, calibration, and maintenance of pricing and risk models for interest rate products
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Lead yield curve construction frameworks and associated calibration methodologies used by the trading desk
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Deliver production-quality quantitative models implemented in performant, maintainable code
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Work directly with rates traders on pricing support, risk explanation, and model enhancements
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Apply advanced quantitative finance techniques, including stochastic modeling, numerical methods, and PDE-based approaches
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Ensure model robustness through testing, validation, and clear technical documentation
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Drive quantitative initiatives end to end, coordinating with technology and other quant teams via distributed development workflows
Quantitative & Technical Profile
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Strong front-office quant background with deep expertise in interest rates and yield curve modeling
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Advanced knowledge of quantitative finance, including no-arbitrage valuation, stochastic calculus, numerical analysis, and derivatives pricing
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Expert-level programming skills in modern C++ (C++11+), with working knowledge of Python; Excel familiarity for analysis and prototyping
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Experience working in large-scale, collaborative codebases using version control systems such as Git
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Proven ability to translate desk requirements into scalable quantitative solutions
Barclay Simpson – the trusted name in Risk Management & Quant recruitment: https://www.barclaysimpson.com/specialisms/risk-management-and-quant-jobs/
This is an official job listing by Barclay Simpson: https://www.barclaysimpson.com/job/rates-quant-vp-director-leading-investment-bank-nyc/
We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.
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