Quantitative Rates Trading Strat, VP

What you'll do

• Perform systematic quantitative analysis of market data to drive strategic business decisions and design automation platforms.
• Oversee end-to-end structuring for complex interest rate derivatives and structured financing products.
• Architect and enhance systems to automate the pricing of interest rate derivatives and cash products.
• Design and implement automated hedging algorithms and risk management frameworks for interest rate exposures.
• Lead all stages of the software development life cycle in collaboration with engineering teams.
• Translate sophisticated technical concepts into actionable solutions for clients and senior stakeholders.
• Mentor junior team members and lead strategic initiatives across the diversified rates franchise.

What we're looking for

• Excellent academic record in a highly quantitative field such as Physics, Mathematics, Statistics, Engineering, or Computer Science.
• Strong programming skills in an object-oriented or functional paradigm like C++, Java, or Python.
• 5–10 years of experience in quantitative finance or at a cutting-edge technology company.
• Proven track record of project ownership and the ability to deliver results in high-pressure environments.
• Excellent written and verbal communication skills to articulate complex technical concepts to senior stakeholders.
• Prior experience in interest rates such as government bonds, swaps, options, or inflation products at a peer investment bank or hedge fund (preferred).
• Previous quantitative or technical experience working directly on or with a fixed income or derivatives trading desk (preferred).