Front-Office Rates Quant: Pricing & Risk Specialist

Selby Jennings is seeking a senior quantitative specialist for its front-office Rates Quantitative Analytics team in New York. This role emphasizes support for trading desks with pricing, risk analysis, and model maintenance for complex interest rate products. The ideal candidate will have strong experience with exotic derivatives, solid programming skills in C++ and Python, and a proven ability to debug and extend production pricing models. This position offers an exciting opportunity to work closely with traders in a dynamic environment.