Rates Volatility Quant Analyst — Desk Buy-side

A prestigious investment fund in New York is seeking an Interest Rate Volatility Quant Analyst to join their collaborative team. The ideal candidate will have strong programming skills, extensive experience in derivative modelling, and a PhD or MSc in a quantitative field. This role involves creating and updating rates vol models, working closely with a PM on various projects, and offering excellent growth opportunities in a positive working culture. Only highly qualified candidates will be considered.

#J-18808-Ljbffr