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The Front Office Interest Rates Quant Developer will implement various financial models, focusing on mortgage prepayment models in C++. Responsibilities include API integration, version management, and maintaining comprehensive testing and documentation.

Front-office quant role designing and implementing interest-rate and hybrid product models (SABR, Cheyette, Quadratic Gaussian), building pricing and risk analytics, migrating Excel tools to Python, integrating models into production for PL and risk, and providing desk support and collaboration with traders, tech, and validation teams.

The role involves overseeing transaction reporting processes, ensuring compliance with regulations, managing exceptions, and collaborating with stakeholders for reporting accuracy and improvement.

The VP will manage relationships with international banks, structure complex transactions, and lead deal teams while ensuring adherence to risk and regulatory requirements.

Support a portfolio of corporate clients by managing onboarding and periodic due diligence (KYC/AML), maintaining credit facility records, coordinating with Relationship and Portfolio Managers, and ensuring regulatory and contractual requirements are met.

The Business Analyst will facilitate operational change initiatives in Investment Banking, collaborating with various stakeholders to deliver solutions and manage project progress.

Develop and implement quantitative models for interest rate products, focusing on pricing and risk management, partnering with traders and tech teams.

Lead development and implementation of advanced quantitative models for interest rates, hybrids, exotics, and repack products; build term-structure and stochastic funding models (e.g., SABR); partner with trading, technology, and stakeholders; deploy high-quality software in an Agile SDLC; provide desk support and mentor junior quants.