Quantitative Researcher, Rates Derivatives

Selby Jennings; New York (NY); On-site; USD 400,000 - 500,000; Full time

Job summary

Selby Jennings in New York is seeking a Quantitative Researcher to join a front-office team focused on rates derivatives and macro markets. The role involves developing pricing models, volatility analytics, and research tools to support investment decisions across global markets.

Working alongside portfolio managers, you will own production-quality code and modelling frameworks, conduct research into volatility dynamics, and collaborate with traders on analysis and risk management within a

Qualifications

• 5+ years of quantitative research, quantitative development, or front-office modelling experience.
• Strong understanding of interest rate derivatives and volatility modelling.
• Advanced programming skills in Python and/or C++.
• Experience building pricing models and analytics within a trading or investment environment.
• Advanced degree in Mathematics, Physics, Statistics, Engineering, Computer Science, or a related quantitative field.

Responsibilities

• Develop and enhance pricing, risk, and volatility models across rates derivative products
• Build quantitative analytics and research infrastructure used by portfolio managers to evaluate opportunities and manage risk
• Conduct research into volatility dynamics, market structure, and relative value opportunities across global rates markets
• Partner closely with investors on trade analysis, portfolio construction, and investment research
• Deliver robust, production-quality code and modelling frameworks in a live trading environment

Skills

Quantitative research

Pricing models

Python

C++

Statistical analysis

Education

Advanced quantitative degree

Tools

Python

C++

Job description

Salary: USD400000 - USD500000 per year

We are partnered with a leading multi-manager investment platform, is seeking a Quantitative Researcher to join a front-office team focused on rates derivatives and macro markets.

Working directly alongside portfolio managers, this individual will be responsible for developing pricing models, volatility analytics, and research tools that support investment decisions across global markets. The role offers significant ownership and exposure to the full investment lifecycle, from idea generation and research through implementation and risk management.

Responsibilities

• Develop and enhance pricing, risk, and volatility models across rates derivative products
• Build quantitative analytics and research infrastructure used by portfolio managers to evaluate opportunities and manage risk
• Conduct research into volatility dynamics, market structure, and relative value opportunities across global rates markets
• Partner closely with investors on trade analysis, portfolio construction, and investment research
• Deliver robust, production-quality code and modelling frameworks in a live trading environment

Qualifications

• 5+ years of quantitative research, quantitative development, or front-office modelling experience
• Strong understanding of interest rate derivatives and volatility modelling
• Advanced programming skills in Python and/or C++
• Experience building pricing models and analytics within a trading or investment environment
• Advanced degree in Mathematics, Physics, Statistics, Engineering, Computer Science, or a related quantitative field