Job Description

Role Summary:

Join a leading quantitative prop shop as a quant researcher focused on developing analytics for interest rate and credit derivatives. This role combines model development, research, and implementation to drive trading decisions across fixed income products.

Key Responsibilities:

• Apply stochastic calculus and related methods to build pricing models for interest rate derivatives, including swaptions and interest rate volatility products. 

• Develop and maintain a robust fixed income pricing library reflecting market conventions

• Integrate data sources into models to generate trading signals

• Conduct alpha research to design and improve trading strategies

• Collaborate with researchers, engineers, and trading teams to refine models and tools

Requirements:

• Advanced degree in financial mathematics, quantitative finance, or a related field (or equivalent quantitative undergraduate degree with strong experience)

• 2+ years developing pricing models for derivatives

• Strong knowledge of interest rate derivative products and relevant modeling techniques

• Proficiency in numerical programming with C++, including familiarity with modern language features (C++11/14/17 or higher)

• Strong analytical skills with attention to detail

• Excellent communication skills and the ability to explain complex models to non-technical colleagues

• Entrepreneurial mindset and the ability to translate mathematical theory into practical market applications

Benefits:

• Collaborative and cross-functional team culture

• Exposure to cutting-edge quantitative research

• Opportunities for growth and innovation in a fast-paced environment

• Competitive compensation and benefits