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VP Front Office Rates Quant – Exotics NYC

Barclay Simpson

New York · Posted November 4, 2026

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  • Python
  • C#

About the job

VP Front Office Rates Quant – Exotics / Municipal Derivatives | NYC

I’m working with a Tier 1 Investment Bank looking for a VP-level Rates Quant to join its Municipal Derivatives Quant team in New York .

This is a Front Office role within a growing team , focused on sophisticated Rates products, pricing, risk and complex model development, working closely with trading.

Key requirements:

• Strong Front Office Rates Quant experience

• Significant experience across Rates Exotics, Options and sophisticated/structured products

• Strong expertise in nonlinear interest-rate modelling and complex quantitative models

• Experience with stochastic rates models, volatility modelling/calibration and numerical methods

• Strong production-level C++ and Python

• Municipal Derivatives experience is advantageous, but not essential

💰 Base salary up to ~$225k + bonus & benefits

Candidates must already be based and working in the US . Those currently on an H-1B visa and eligible for transfer would be particularly relevant.

If this could be of interest, please apply directly to this advert or contact me confidentially at tg@barclaysimpson.com .

Referrals welcome, with an attractive referral fee available for successful introductions.