Lead Rates Derivatives Quant: Volatility & Pricing

U.S. Bank is seeking a Lead Rates Derivatives Quantitative Specialist in Greater London to design and support pricing models for interest rate and FX derivatives. This senior role emphasizes advanced volatility modeling and collaboration with trading and risk management teams.

The successful candidate will have a Ph.D. or equivalent in a quantitative field, extensive experience in quantitative finance, and strong programming skills. Join our dedicated team and contribute to our commitment to transparent and fair practices.

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