VP - Quantitative Analyst (Rates, Exotics)

Our client, a well- established global investment bank is looking to expand their business and is looking for a Senior Quantitative Analyst to join them.

This is a desk-facing role focused on quantitative research, model development, calibration and implementation of pricing methodologies across interest rate derivatives and exotic products. The role offers significant exposure to trading strategy development, new product innovation and complex risk analysis.

Key Responsibilities:

• Develop, enhance and maintain quantitative models for pricing, risk management and valuation of Rates Options and Exotic Derivatives.
• Research and implement advanced mathematical and statistical methodologies to improve pricing accuracy, hedging effectiveness and risk measurement.
• Partner closely with traders and structurers to analyse market opportunities, evaluate trading strategies and support client-driven solutions.
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