You will be joining the Strats team to support the US Core Rates trading business. The various areas we are hiring and supporting includes RMBS desk strats, US Muni desk strats, USD non-linear desk strats, USD flow desk strats. You will be working closely with trading, sales and your global CIB strats teammates, developing quantitative pricing analytics and/or e-assist trading automation solution.
Fixed Income Analytics Strat (VP)
FTE | NYC | Hybrid (3/2, must be onsite M or F weekly)
Target Base Salary: $200-250k
Target Discretionary Bonus: 25-35% of Base
What Youâll DoÂ
• Work in partnership with Trading, Structuring, Technology, and Operations to drive the build-out of the strategic analytics platforms
• Responsible for implementing market data functionality for Fixed Income & Currencies (FIC), covering IR curves, Inflation, IR vols, and other market data
• Analysis, design, and development of analytics for the desk within the platform
• Strong focus on business-driven opportunities and bringing innovative and quantitative ideas to solve complex problems for the desk
• Foster a collaborative and supportive environment by helping junior members of the team and encouraging them to grow their experience
How Youâll Lead
• Collaborate with the global Strats team in London, New York, and APAC.
• Engage with stakeholders in Sales & Trading, Structuring, Research, MRM, Finance.
• Mentor and help grow junior talent in the team.
Skills Youâll NeedÂ
• Strong quantitative, modelling, pricing, and risk management skills, demonstrated within a financial services environment
• Experience developing banking applications and large-scale projects with C++ and/or Python
• Experience working with interest rate vols and other analytic market data
• Strong understanding of Rates derivatives products including Exotics
• Knowledge of front-office risk and P&L calculation. Investment Banking Front-Office application delivery experience
Skills That Will Help You Excel
• Excellent communication skills, both written and spoken
• Self-motivated
• Self-starter
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