Vice President Interest Rates Quant Developer (Front Office)

About this role

the company is seeking a Vice President, Interest Rates Quant Developer to join the Corporate & Investment Banking (CIB) organization. This role sits within a front-office quantitative team responsible for developing and enhancing advanced models and tools supporting the pricing, risk management, and trading of interest rate products across linear and non-linear markets.

The successful candidate will contribute to a strategic, firm-wide initiative to build a next-generation, cross-asset quantitative risk and trading platform. The role requires close collaboration with Rates Trading, Technology, and cross-asset Quantitative teams, and offers direct exposure to front-office decision-making.

In this role, you will

• Design, build, and enhance pricing and risk analytics for linear and non-linear interest rate products, including curve construction and volatility surface calibration for trading and risk management.
• Main...