Director Level Exotic Interest Rates Quant- NYC
A Top Tier Investment Bank in NYC is looking to add a Director level Interest Rates Quant to their rapidly expanding team. The position involves heading a group of 2-4 people and there is a guaranteed cash bonus for the first year.
This front office role involves direct contact on a daily basis with the the traders and reporting to the group MD so the ideal candidate should have excellent communication skills. This is one of the most profitable and growing interest rate groups in the industry, and the right candidate can progress very quickly through the ranks.
Job Requirements:
- Experience 5-7years
- Extensive experience in Interest rate derivatives
- Experince with IR models- Preferably, SABR and Hull-White
- Ph.D required- Physics, Mathemathic, Statistics
- Programming skills of C++
- Preferably experience in another asset class- Equity a plus
If you would like to be considered for this position, please hit the reply button.
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