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Toronto, Ontario, Canada

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Linear Rates Desk Quant - Director
I am currently working with a Top Global Investment Bank in New York City that is actively looking for a Director-level Linear Rates Desk Quant to help lead the New York Rates team across pricing model development and the development of a new C++ Interest Rates Quant library. They are looking for a senior desk quant with a deep breath of experience working within Linear Rates products, especially across Swaps, and extensive pricing model and curve development knowledge. This individual will also have to be very knowledgeable and hands-on within C++ to help build out a new C++ pricing library for the Rates team as an individual contributor. If you want to join as a senior lead of a fast growing and highly competitive Rates business where you will be doing extensive Rates mode


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