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Director Fixed Income Quant Strategist | Bay Area

this job appointment has expired

Location United States,

Remuneration $150000 - $250000 per annum, Benefits: 50-100% Bonus

Employment type perm

Updated 12th Jan 2018

Company Selby Jennings

Contact Not disclosed

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Director Fixed Income Quantitative Strategist | Bay Area

Our client, a large financial institution in the Bay Area, is actively looking for a senior quant leader (Director) to join their Fixed Income Quant Team. This nimble team has historically been heavily focused on utilizing macro level information, however, has just received approvals to bring on board senior quant leadership to apply significantly more complicated quantitative techniques to their day to day work.

From idea-generation to project management to hiring and hands-on model development this is the perfect position for a dynamic "jack of all trades" front office quantitative analyst to join a team where they can have a significant impact on a day to day basis in one of the largest growing tech hubs in the world!

Responsibilities for this position Director Fixed Income Quantitative Strategist | Bay Area

  • Develop new fixed income derivative models from scratch using C (initial focus on exotic and flow interest rates derivatives)
  • Adjust existing legacy fixed income derivative models
  • Assess current status of, and current opportunities within, the institutions legacy platform by communicating with the Technology, Capital Markets and Market Risk on a daily basis
  • Analyze risks associated with the firm's substantial fixed income holdings and portfolios
  • Present group initiatives and goals to internal teams/audiences coming from both quantitative and non-quantitative backgrounds
  • Develop fixed income derivative models from scratch using C (initial focus on exotic and flow interest rates derivatives)

Qualifications for Director Fixed Income Quantitative Strategist | Bay Area

  • 8 Years of experience working as a front office interest rate derivatives quant
  • 4 years of experience managing 1 or more quantitative analysts
  • Exceptional C modelling skills
  • Ph.D. in a quantitative discipline (preference for Mathematics, Physics, Engineering)
  • Perfect written and verbal communication skills



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