Interest Rate Derivatives Front Office Derivative Pricing Quant – Base $200 – 230k – Tier 1 Investment Bank – Exotic Fixed Income Quant Analytics – New York recruitment

This group is looking to hire an individual to focus on Interest Rates Derivatives modelling. This is an excellent opportunity to work closely with the business and be heavily involved in all aspects of the exotics business. The role will involve long term greenfield modelling and strategic projects as well as ad hoc projects alongside the trading desk.

The team is well established and they are looking for someone with exceptional business and product knowledge to join them. This individual will work on projects end to end: understanding the requirements from the desk (from a business / competitive advantage perspective), translating these requirements into models, and then delivering these back to the desk.

In order to qualify for this role you must have a strong mathematical background including a PhD in a quantitative subject. The ideal candidate will also demonstrate a good understanding of Interest Rate exotic products and have the ability to design and implement pricing, risk management and relative value analysis tools.

Applicants should have a strong academic background, Interest Rate experience and good programming skills including C++ and VBA.

For more information, to apply or to recommend anyone you feel would be ideal for this role please contact me in the strictest confidence on (0044)207 749 6066, or email me on andyc@montash.com

Montash Associates partners with a number of Buy and Sell Side organisations exclusively and the majority of our vacancies are not advertised online. To learn about all of our current opportunities please call me for a confidential discussion: (0044)207 749 60 66.

Reference: QR/NY/8741

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