Quantitative Trading & Research – Rates – Executive Director

Overview

In this role you will lead front-office quantitative research for rates trading, delivering production-ready models that measurably improve performance. You partner with trading desks to translate market opportunities into robust analytics while upholding disciplined risk controls. You will manage and mentor a local team, elevating technical rigor and delivery standards. This hands-on position blends research depth with practical implementation to drive impact from idea to production. You join a culture focused on risk discipline, collaboration, and scalable, data-driven trading solutions.

Responsibilities

• Develop pricing and risk models for structured rates to inform product innovation and front-office decisions
• Collaborate with Rates and Fixed Income Financing desks to translate ideas into robust model design, implementation, and controls
• Implement quantitative models and analytics in Python and/or C++, focusing on performance and production readiness
• Produce model development documentation and engage model risk management for review and approval
• Work with technology partners to productionize, scale, and improve reliability of quantitative solutions
• Automate trading workflows and model-driven processes to boost efficiency, controls, and scalability
• Analyze market and trading data to generate insights guiding quantitative trading strategy
• Lead and mentor a local team, supporting junior talent development

Key requirements

• Expertise in quantitative finance and applied mathematics (stochastic calculus, numerical methods, time series, optimization)
• Strong programming in Python and/or C++, with robust, maintainable research code
• Deep domain knowledge of rates and interest rate derivatives (pricing and risk concepts)
• End-to-end model development experience from research to implementation and testing
• Experience producing clear model development documentation for independent review
• Experience partnering with model risk management/governance for reviews and approvals
• Strong analytical/problem-solving skills with large datasets
• Strong communication skills to explain quantitative topics to traders and tech stakeholders
• Advanced degree (Master’s or PhD) in a quantitative field

• clear communication
• leadership
• mentoring and talent development
• Python
• C++
• stochastic calculus

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