Vice President - Front office Quant Model Development

• Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics
• We are looking at a Rates Quant with C++/java 8 (Functional Programming) proficiency to cater to the Interest Rates Options Desk.
• Work in our quant library in C++, as needed, to adapt our generic models to specific use cases.
• Understanding valuation of basic products like Treasury Bonds, Interest Rate swaps.
• Collaborate with and support Front office Trading, Technology Partners, and Model Validation/Governance teams.
• Lead complex initiatives with broad impact and act as key participant in large-scale planning for Securities Quantitative Analytics
• Review and analyze complex multi-faceted, larger scale or longer-term bus...

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