Interest Rate Quant Strategist Job at Selby Jennings, New York, NY

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  • Selby Jennings
  • New York, NY

Job Description

A leading global investment bank is seeking two Associate/VP level Quant Strategists to join their Capital Markets front office team in NYC. In this role, you will develop infrastructure for derivative securities pricing, focusing on interest rates, credit derivatives, and FX.

Ideal candidates will have an advanced degree in a quantitative subject, 2+ years of experience in a role related to interest rates products and derivative pricing, and excellent programming skills in C++.

Key Responsibilities:

  • Collaborate with traders to develop and implement pricing models for derivatives.
  • Contribute to the development of risk management strategies.
  • Utilize your expertise in C++ to enhance our modeling capabilities.
  • Apply your strong product knowledge in rates, FX, and IR derivatives.

Ideal Candidate:

  • Experience: 2+ years in a similar role.
  • Technical Skills: Proficiency in C++.
  • Product Knowledge: Strong understanding of rates, FX, and IR derivatives.
  • Hands-On Experience: Proven track record in pricing model development.
  • Education: MS or Ph.D. preferred.

If you are interested in this position, please apply today.

Job Tags

Permanent employment,

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