Summary

Lead front-office quantitative research for rates trading, developing pricing and risk models for structured rates and interest rate derivatives. Implement and productionize quantitative solutions using Python and C++, while leading a local team.

Responsibilities

• Develop pricing and risk models for structured rates
• Translate trading ideas into model designs and controls
• Implement quantitative models in python and c++
• Document models and support independent risk reviews
• Productionize and automate quantitative trading workflows
• Analyze market data to inform trading strategies
• Lead and mentor the local quantitative team