Director, Interest Rate Quantitative Analyst recruitment

The role is a fantastic opportunity to join a growing banking group looking to invest significant capital in its infrastructure to enable them to compete with the top tier banks. The responsibilities of the role can be tailored to the right individual regarding geographical remit and man management.

Working closely with the traders, you will:

• Develop pricing models and quoting tools on yield curve and option models in support of the US Fixed Income and Interest Rate Derivatives businesses.

• Develop quantitative trading and relative value strategies in support of our US Fixed Income and Interest Rate Derivative Businesses.

• Provide analytical support to the trading and sales desks.

Ideally, you will have a wealth of experience in developing, quoting, yield curve and option models for Fixed Income and Interest Rates. Excellent computer skills are a pre-requisite (C++, UNIX, Excel, VBA), as is a PHD in a quantitative discipline.

If you are interested and believe yourself to be a good fit for this position, please reply to es@capitalchase.com for immediate consideration.