VP - GenAI Quant Developer

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The New York Rates Quantitative Strategy Data Group is seeking an individual to join the team. We provide analytical and model support across all NY Rates businesses, including exotics, options, swaps, governments, agency, repo, structured notes, and inflation, as well as key partner functions such as finance, risk management, and middle office.

In parallel with the rapid emergence of Generative AI, the group is expanding its capabilities to build and deploy LLM- and agent-based tools that enhance the way Rates desks price, hedge, manage risk, and interact with clients. The current position will focus primarily on linear rates derivatives, while also contributing to the broader Rates analytics platform and an embedded AI initiative within Global Markets.

This is a high-impact role operating in a trading-floor environment, interfacing with trading, sales, technology, and senior stakeholders.

Responsibilities:

• Generative AI / LLM & Agentic Systems (Embedded AI Initiative)

• Design, prototype, and deploy LLM-powered applications for the Rates business, e.g.:
  • Workflow automation for pricing, risk checks, data QA, and post-trade analysis.
  • Trade idea generation and scenario tooling,
• Build agentic workflows (and/or similar orchestration frameworks) to create reliable, multi-step reasoning systems with tool use (pricing engines, risk calculators, data APIs).
• Research and evaluate new models/methods (prompting, fine-tuning, embeddings, evaluation harnesses, guardrails) and develop lightweight prototypes that can be productionized.
• Partner with tech, support partners and the business to ensure AI solutions are safe, compliant, and aligned with front-office needs, including appropriate monitoring and model risk controls.
• Educate desk users and stakeholders on new tools and best practices for adoption.

Rates Quant / Analytics (Core)

• Develop and enhance pricing and risk models for linear rates derivatives (e.g., swaps, FRAs, futures, treasuries) and associated curve/market data analytics.
• Integrate models and analytics into the firm’s trading and risk systems, ensuring performance, stability, and governance.
• Provide tactical desk support for pricing, risk, hedging, and trade analysis; respond to ad-hoc analytics requests in a fast-paced environment.
• Analyze and support new products, model changes, and analytics enhancements across the Rates platform.
• Contribute to the overall Rates analytics stack, including libraries, tooling, documentation, testing, and production support.

Skills Desired:

• Python, with production-quality engineering practices.
• LLMs and agent frameworks: LangGraph, LangChain, OpenAI-compatible APIs, multi-agent orchestration.
• AI/ML: deep learning, NLP, embeddings, RAG, classical ML.
• Data & infrastructure: SQL, vector databases, time-series data, cloud-native or distributed systems.
• Quant finance: yield curve construction, swap pricing, rates volatility, risk and scenario analysis.
• Software engineering: APIs, model deployment, monitoring, and scalable architecture.

Minimum Education Requirement: Master’s degree in related field or equivalent work experience

Shift:

1st shift (United States of America)

Hours Per Week:

40