Lead Quantitative Analyst - Interest Rates

Top multi-strategy investment manager is looking to hire a talented Senior/Lead Rates Quant Analyst based in New York.

The role combines quantitative research, model development, and analytics supporting Rates trading and risk management. The successful candidate will work closely with trading, risk, and engineering teams to develop quantitative models and analytics supporting trading and risk workflows. This role offers significant opportunity to influence modelling approaches and contribute to the evolution of the firm’s quantitative research capabilities. You will report straight into the firms Head of Quant Strategies.

• Take ownership of research and model development initiatives from idea generation through production implementation, delivering analytics that support trading and risk management decisions
• Partner closely with portfolio managers, trading teams, and risk teams to understand trading, portfolio, and risk management objectives and help define quantitative priorities
• Translate complex trading and risk questions into rigorous quantitative analysis and practical solutions
• Design and develop quantitative models and analytics in Python and C++ to support trading, pricing, and risk management decisions
• Work across research and quant engineering teams to integrate models and analytics into the broader trading and risk environment
• Act as a senior quantitative contributor and mentor within the quant team, contributing to team development and strong quantitative development standards

• 10+ years of experience in a Rates Quant role with strong research, modelling, and analytical expertise, ideally from a buy-side environment.
• Proven track record of independently delivering quantitative projects and research in a fast-paced investment environment
• Strong programming skills in Python and C++ with experience implementing quantitative models and analytics in a production trading environment
• Strong ownership mindset, with the ability to take on complex technical initiatives and drive work streams to completion
• Ability to lead quantitative initiatives and influence modelling decisions across trading and risk workflows
• Strong problem-solving and communication abilities, with the ability to work effectively across technical and front-office teams
• Experience mentoring junior quantitative analysts or coordinating project delivery within collaborative teams

Compensation is unprecedented and dependent on experience. This is a full-time hybrid position based in NYC.