Vice President, Rates Desk Quant - NYC - base salary to $300,000

Intermedia Group, Inc.New York City, New YorkOn-siteFull-timeSenior, 5–8 yearsListed 4 hours ago

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About this role

OPEN JOB: Vice President, Rates Desk Quant
LOCATION: New York City, New York
***In office for four days a week is required
***Relocation packages offered
BASE SALARY - USD $225,000 to $300,000
***2 Openings
VISA CANDIDATE CONSIDERED: Yes

Key Responsibilities:

- Develop and support pricing, risk & analysis tools for the interest rate derivatives S&T desk

- Assist S&T desk to generate revenue through research, optimization, improved efficiencies, etc.

- Investigate and resolve issues such as P&L variance, risk discrepancy, complex pricing inquiry

- Engage directly with front office to understand business requirements and communicate timelines

- Monitor daily server processes to ensure accuracy and stability

- Adapt quickly to changing priorities and deliver ad-hoc solutions when necessary

- Work closely and share knowledge with global quant team

Skills and Experience:

- Bachelors degree or higher in a scientific field such as Mathematics, Physics, Engineering, or Computer Science

- Minimum 5 years of experience working with interest rate derivatives (swaps, swaptions, capfloors, futures, future options, etc.)

- Experience working directly with front office sales & traders

- Strong knowledge of financial markets with emphasis on interest rate products

- Advanced Excel/VBA development skills

- Programming skills in Python/C#/C++

- Technical mind set with high attention to detail

- Self-motivated with strong organizational skills

- Resilient and able to deliver under pressure in fast-paced environment

- Good written and verbal communication skills

If you are interested in pursuing this opportunity, please respond back and include the following:

- MS WORD Resume

- required compensation.

- Contact information.

- Availability

Upon receipt, one of our managers will contact you to discuss the position in full detail.

Jason Denmark
Recruiting Manager
INTERMEDIA GROUP, INC.
EMAIL: [email protected] (mailto:[email protected])
LINKEDIN: https://www.linkedin.com/in/jasondenmark/