Title: VP Curve Quantitative Developer
Salary: $300,000 + total
A top tier global Investment Bank is looking for a VP Curve Quantitative Developer to join their growing front office team. The ideal candidate will have experience working on curve construction and swaps focusing on USD market. This role reports directly into the global head of quants, which allows the opportunity to work alongside an established leadership team. An incredible opportunity to join an excelling and successful team.
Responsibilities:
- Experience constructing SOFR curve designs
- Swap and bond curve construction
- Experience in swap pricing and risk transformation
- Work in a collaborative environment supporting the trading desk and working with other teams across the global organization
Requirements:
- Undergrad, Masters, or PhD degree in a quantitative discipline
- Expert level in C++
- 3 + years of relevant experience supporting rates trading desk
- Good communication skills
