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

New York City, NY

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:

Bachelor’s 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: jdenmark@intermediagroup.com
LINKEDIN: https://www.linkedin.com/in/jasondenmark/