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)