Vice President, Front Office Rates Quant, Exotics

The Company is seeking a Vice President-level Front Office Rates Quant to join a team focused on municipal derivatives. The role involves developing and applying sophisticated quantitative models for rates products, with responsibilities spanning pricing, risk analysis, and complex model development. The successful candidate will work closely with trading teams and contribute to the development of structured and exotic products. Candidates should have strong Front Office Rates Quant experience and significant expertise in rates exotics, options, and other sophisticated products. Advanced knowledge of nonlinear interest-rate modeling, stochastic rates models, volatility modeling and calibration, and numerical methods is required. Production-level C++ and Python skills are essential. Municipal derivatives experience is advantageous but not required.