Director, Nonlinear Rates QA Americas Lead

Purpose

Lead nonlinear rates quantitative analytics efforts in the United States, providing expertise that supports trading strategies, risk management, and decision‑making within the investment banking domain through quantitative analysis, mathematical modelling, and technology.

• Lead nonlinear rates quantitative analytics initiatives in the US.
• Develop and implement cutting‑edge pricing and risk‑management models for European and exotic rate derivatives.
• Collaborate closely with trading, sales and structuring teams to optimize trading decisions and create customized solutions.
• Maintain front‑office analytical libraries, providing infrastructure support.
• Promote innovation and automation within the trading environment.
• Offer expertise on quantitative methodologies, technological advancements, and industry best practices to drive continuous improvement.

• At least 5 years’ experience with rate options, exotics, and structured products at a globally respected institution.
• Recognized expertise in quantitative analytics for G10 rate options, exotics, and structured products.
• Track record of achievements in pricing and risk model development, calibration, implementation, and integration.
• Stem Master’s degree or PhD from a leading institution.
• Thought leadership, creative problem‑solving, and a rigorous approach to modelling.
• Algorithmic mindset, computational expertise, system awareness, and proficiency in C++ and Python.
• Business orientation and collaborative approach to quantitative work.

Base salary range: $220,000 – $300,000. This figure represents only the base component and does not include any additional forms of compensation or benefits.

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