Vice President - Rates Strats - Treasury Business

Vice President - Rates Strats

- Candidate will initially work on liaising with the independent model validation team within the bank to close outstanding points related to pricing and hedging models for the third party system used by the treasury desk. This will cover fixed income products and provide opportunities for experience of mortgage backed products.

- Candidate will need to get a deep understanding of the pricing library for fixed income and maintain and enhance the same as per business requirements

- Candidate will need to be able to communicate with the treasury desk globally and understand their business requirements

- Candidate will need to apply advanced mathematical and technical concepts (C++, Python) to be able to support the request from Treasury business

- Prior experience of working as a front office quant or as a model validation quant (preferable on rates or credit) is required.

- Strong mathematical skills and background (preferably PhD or Masters in sciences or engineering or financial mathematics from premier colleges)

- Prior experience of coding in C++ or Java is desirable but not mandatory. Candidate would be expected to work on functional programming in C++ and Python.