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VP Front Office Rates Quant – Exotics NYC
VP Front Office Rates Quant – Exotics / Municipal Derivatives | NYC
I’m working with a Tier 1 Investment Bank looking for a VP-level Rates Quant to join its Municipal Derivatives Quant team in New York.
This is a Front Office role within a growing team, focused on sophisticated Rates products, pricing, risk and complex model development, working closely with trading.
Key requirements:
• Strong Front Office Rates Quant experience
• Significant experience across Rates Exotics, Options and sophisticated/structured products
• Strong expertise in nonlinear interest-rate modelling and complex quantitative models
• Experience with stochastic rates models, volatility modelling/calibration and numerical methods
• Strong production-level C++ and Python
• Municipal Derivatives experience is advantageous, but not essential
💰 Base salary up to ~$225k + bonus & benefits
Candidates must already be based and working in the US. Those currently on an H-1B visa and eligible for transfer would be particularly relevant.
If this could be of interest, please apply directly to this advert or contact me confidentially at tg@barclaysimpson.com.
Referrals welcome, with an attractive referral fee available for successful introductions.
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.
Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.
