Head of Flow/Options Interest Rates Quant – Front Office – Experienced Hire
JOB DESCRIPTION
A U.S. Investment Bank is proactively seeking a Director-MD candidate to lead there Interest Rates Derivatives team. As a leadership hire, where the ideal candidate will provide hands on front office support to traders/quant researchers and successfully manage a team. The candidate should demonstrate strong quantitative methods, problem solving abilities, excellent communication skills and significant leadership experience.
Those that will be successful in this position will be able to lead/manage a team, work with derivatives pricing models, create prototypes and enhance current models. As an experience hire, this needs to be someone who is academically qualified, with a Ph.D. or multiple Masters degrees in a quantitative subject from a top tier university. The pace of culture is academically challenging, extensively collaborative and an opportunity for one to get involved with one of the best investment banks in the country.
Location: New York, USA
The role:
- Lead the U.S. Rates team and successfully manage a team of 3-7 quants
- Communicate with Global Head of Quant Analytics and properly lead a successful rates team
- Develop models and implement them in C++, SAS, Matlab and Python.
- Implement products using pricing engines and models.
- Articulate model behavior and predictions to traders, identify risk and provide analyses of scenarios.
- Prototype pricing models for interest rates, vanilla, swaptions, exotics, flows, etc.
- Develop pricing and calibration tools
Requirements:
- Ph.D. or multiple M.S in a quantitative field.
- MUST have minimum of 7 years of experience
- Excellent C++ programming skills.
- Knowledge and professional experience with stochastic processes, partial differential equations, numerical analyst and probability theory.
- Excellent communication skills in order to express complicated methodologies to the business.
In return they are offering:
- Opportunity to join one of the largest U.S. Investment Banks.
- Huge opportunity to join a front office growing team in the rate industry.
- Competitive compensation, Intellectual stimulation, team environment.
- Exposure to a very cutting edge team, seeking to find new approaches rates products.
Key words: Rates, Exotics, Quant, Ph.D., Director - MD, swaptions, pricing models, C++, Front Office, flows, calibration tools, stochastic, PDE, experienced hire.
This is an immediate hire, interviews are to begin soon and early application is advised. GQR also welcomes tentative enquiries from suitably qualified individuals.
Confidentiality and utmost discretion is 100% assured
APPLY | quant.americas@gqrgm.com
VISIT US | www.gqrgm.com
While a resume is preferable we also welcome tentative enquiries from only well-qualified persons. Please ask for James Friend in our LA office (310 807 5030). Utmost confidentiality and discretion is assured.
LOS ANGELES | 1.310.807.5030
10877 Wilshire Boulevard, Los Angeles, CA 90024 | Office Hours: 6.00-21.00 PDT
NEW YORK | 1.212.763.8333
1325 Sixth Avenue, New York, NY 10173 | Office Hours: 9.00-21.00 EDT
LONDON | 0203.141.8000
Westminster Tower | Office Hours: 8.00-20.00 GMT
HONG KONG | 852.3678.6738
2 Exchange Square, 8 Connaught Place, Central | Office Hours: 9.00-21.00 HKT
GQR Global Markets
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