Lead Quant Analyst - Rates Derivatives & Tech Leader

Tempest Vane Partners; New York (NY); Hybrid; USD 120,000 - 160,000; Full time

Benefits offered by this job

Market leading compensation

Annual discretionary bonus

Healthcare

Life insurance

26 days holiday

10 days remote working

Hybrid working

Job summary

A leading FinTech firm is seeking a Lead Quantitative Analyst with expertise in Interest Rate Derivatives. You will contribute to model development and lead a small team. This role offers substantial opportunities for professional growth along with market-leading compensation, including benefits like healthcare, bonus, and flexible working arrangements. The minimum in-office requirement is two days a week, supporting a hybrid work culture.

Qualifications

• Experience as a Quantitative Analyst in a front office trading environment.
• Strong knowledge of Flow Interest Rate Derivatives Products.
• Expertise in any other Derivatives instruments is beneficial.

Responsibilities

• Contribute to development and enhancement of models in the Quant Analytics library.
• Develop and enhance trading tools for clients in Python.
• Provide ongoing support for clients across multiple asset classes.

Skills

C++ development

Python programming

Flow Interest Rate Derivatives Products

Mentoring

Job description

A leading FinTech firm is seeking a Lead Quantitative Analyst with expertise in Interest Rate Derivatives. You will contribute to model development and lead a small team. This role offers substantial opportunities for professional growth along with market-leading compensation, including benefits like healthcare, bonus, and flexible working arrangements. The minimum in-office requirement is two days a week, supporting a hybrid work culture.