Work closely with Rates Trading and Sales desks to build relationships and understand day‑to‑day challenges; provide quantitative expertise in pricing, risk models, and hedging for flow rates products, and drive adoption of analytics and risk tools.
Develop, enhance, and maintain interest rate analytics and model libraries (pricing, risk and curve building) to address trading needs as well as business and regulatory requirements.
Collaborate with QA teams and technology partners to deliver robust production solutions for risk management, P&L reporting and controls.
Maintain continuous, enthusiastic interaction with Trading and Sales: respond to issues quickly, investigate and resolve model/market anomalies, and proactively propose and deliver new analytics.
Qualifications
Strong academic background in a quantitative field (mathematics, physics, engineering, etc.).