the development of the rates desk. If you have applied experience working within rates products, have more than 5 years of experience managing a team and want to join a dynamic and growing group please apply.
Responsibilities Front Office Interest Rates Deriv. Quant | Director | Investment Bank -Liaise with MD's and Global Head -Stress test current models and identifying any potential risks that might affect the trading products. -Candidate will be working predominantly with exotic and vanilla products, and will be gaining valuable insight into the rest. -Manage an existing team of 4 quants. -Build out the existing team by hiring 2 additional Associate/VP level quants.
Requirements Front Office Interest Rates Deriv. Quant | Director | Investment Bank - Ph.D. in a technical discipline ie. Physics, Electrical Engineering, Financial Engineering, Computer Science etc. -8+ years of experience with interest rates products (both vanilla and exotics) -4+ years of management experience -Previous experience in an investment bank, hedge fund or asset management firm -Strong programming skills in C++, VBA, MATLAB, R, SQL a strong plus -Must have strong communication skills