Front Office Linear Rates Quant Modeler Position Available In New York, New York

Front Office Linear Rates Quant Modeler
Selby Jennings Manhattan, United States
Posted 12 hours ago Flexible Job Permanent

USD200000 – USD250000

per year
Front Office Linear Rates Quant Modeler
Selby Jennings Manhattan, United States
We are supporting a top-tier global investment bank in New York in the expansion of its Front Office Linear Rates Quant team. This group plays a critical role in driving the success of the global rates trading business by delivering cutting-edge quantitative models, tools, and infrastructure. This is a unique opportunity for early-career quants to gain direct exposure to trading desks, contribute to revenue-generating activities, and work on complex modeling challenges in a fast-paced, collaborative environment. Additionally, team members in this role will have the opportunity to work under the guidance of seasoned quantitative leaders coming from premier global investment banks and top-tier academic institutions.

Key Responsibilities:

Design, develop, and implement linear IR derivative models for interest rates trading business in North America
Build and maintain high-performance analytics libraries and tools in C++ to support front office trading
Develop, integrate, and deploy optimization-based curve construction in collaboration with other quants, contributing expertise in software design, implementation, and performance optimization
Enhance pricing and risk models for interest rate derivatives, ensuring robustness and alignment with business goals
Partner closely with traders and stakeholders to deliver revenue-driving solutions and insights
Contribute to the continuous improvement of modeling frameworks and development practice

Ideal Candidate Profile:

1-3 years of experience in front office quantitative modeling, ideally within interest rate derivatives
Strong proficiency in C++, with experience supporting trading desks or similar high-performance environments
Solid understanding of fixed income products and interest rate modeling techniques
Experience with optimization techniques and curve construction methodologies is a strong plus
Advanced degree in a quantitative discipline (e.g., Mathematics, Physics, Financial Engineering, Computer Science) preferred
Excellent problem-solving skills and the ability to thrive in a fast-paced, collaborative environment
Job

ID PR/550379

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ABOUT COMPANY

Selby Jennings
New York, United States
1000 Employees HR & Recruitment
We support the Financial Sciences & Services industry with talent that can truly shape the future of a business. Whether that be Quantitative Analyti…