Front Office Rates Quant Lead – Managing Director

Front Office Rates Quant Lead – Managing Director

Requirements

• 8+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
• 4+ years of management or leadership experience

Responsibilities

• Lead the design, development, and implementation of quantitative models for interest rate risk management, trading strategies, and pricing of interest rate products.
• Develop, integrate, and deploy optimization-based curve construction in collaboration with other Quants, providing expertise in relevant software design, implementation and performance optimization.
• Effectively communicate and partner with Business Stakeholders, other Quant Teams, Technology and Project Management
• Deliver high-quality software and documentation following our standardized planning and Agile-based SDLC process.
• Manage, develop and mentor a team of quantitative analysts, providing guidance and support on technical aspects
• Proactively participate in complex software design & development activities within an Agile environment
• Contribute to large-scale project planning initiatives, balancing short and long-term objectives.
• Use quantitative and advanced technologies to solve complex business problems
• Meet deliverables while adhering to policies, procedures, and compliance requirements
• Collaborate and consult with peers, colleagues, and project managers to resolve issues and achieve goals
• Effectively communicate with and build consensus with all project stakeholders

Preferred Qualifications

• 8+ years of hands-on coding experience, C++ and Java are most relevant, with an emphasis on financial modeling and numerical optimization
• 8+ years of derivative product and market experience in one or more of the following areas: rates and foreign exchange
• 4+ years of management experience at the relevant level with direct reports responsible for annual reviews, employee production, staffing and recruitment
• Excellent verbal, written, and interpersonal communication skills with the ability to effectively communicate complex technical concepts to both technical and non-technical audiences
• Demonstrated ability to recruit, lead, mentor, and manage a team of quantitative analysts.
• Experience with optimization-based curve construction ideally in C++
• Extensive experience with Sales and Trading partners as a front office quant manager
• Master’s or higher degree or equivalent in computer science, computational finance, mathematics or similar technical fields.