Responsibilities

• Work closely with Rates Trading and Sales desks to build relationships and understand day‑to‑day challenges; provide quantitative expertise in pricing, risk models, and hedging for flow rates products, and drive adoption of analytics and risk tools.
• Develop, enhance, and maintain interest rate analytics and model libraries (pricing, risk and curve building) to address trading needs as well as business and regulatory requirements.
• Collaborate with QA teams and technology partners to deliver robust production solutions for risk management, P&L reporting and controls.
• Maintain continuous, enthusiastic interaction with Trading and Sales: respond to issues quickly, investigate and resolve model/market anomalies, and proactively propose and deliver new analytics.

Qualifications

• Strong academic background in a quantitative field (mathematics, physics, engineering, etc.).
• Proficiency in C++ and...