This position requires extensive knowledge of interest rate markets, with a focus on modeling and valuing US Treasuries, interest rate swaps, interest rate swaptions, futures and listed options.
This position requires extensive knowledge of interest rate markets, with a focus on modeling and valuing US Treasuries, interest rate swaps, interest rate swaptions, futures and listed options.
Risks managed by the TCIO include structural interest rate, mortgages and foreign exchange risk. Products utilized include fixed income securities, mortgage-backed securities, interest rate swaps ...
Risks managed by the TCIO include structural interest rate, mortgages and foreign exchange risk. Products utilized include fixed income securities, mortgage-backed securities, interest rate swaps ...
Interest Rates Swaps, Inflation Swaps, Swaptions, CapFloors, Futures, Bonds * Support the resolution of discrepancies/exceptions, escalating to management as required. * Support the introduction of ...
Interest Rates Swaps, Inflation Swaps, Swaptions, CapFloors, Futures, Bonds * Support the resolution of discrepancies/exceptions, escalating to management as required. * Support the introduction of ...
... Rate Futures, Swaps, Swaptions, Caps &Floors, CMS and MCO/FVA contracts Strong programming skills and numerical problem solving techniques; proficiency with C++, Python, SQL, and excel skills ...
... Rate Futures, Swaps, Swaptions, Caps &Floors, CMS and MCO/FVA contracts Strong programming skills and numerical problem solving techniques; proficiency with C++, Python, SQL, and excel skills ...
Interest Rates Swaps, Inflation Swaps, Swaptions, CapFloors, Futures, Bonds * Support the resolution of discrepancies/exceptions, escalating to management as required. * Support the introduction of ...
Interest Rates Swaps, Inflation Swaps, Swaptions, CapFloors, Futures, Bonds * Support the resolution of discrepancies/exceptions, escalating to management as required. * Support the introduction of ...
Execute and manage interest rate derivatives transactions, including swaps, options, and futures contracts to optimize the portfolio, balancing daily flow and long-term objectives. * Monitor and ...
Execute and manage interest rate derivatives transactions, including swaps, options, and futures contracts to optimize the portfolio, balancing daily flow and long-term objectives. * Monitor and ...
Execute and manage interest rate derivatives transactions, including swaps, options, and futures contracts to optimize the portfolio, balancing daily flow and long-term objectives. Monitor and ...
Execute and manage interest rate derivatives transactions, including swaps, options, and futures contracts to optimize the portfolio, balancing daily flow and long-term objectives. Monitor and ...
Execute and manage interest rate derivatives transactions, including swaps, options, and futures contracts to optimize the portfolio, balancing daily flow and long-term objectives. * Monitor and ...
Execute and manage interest rate derivatives transactions, including swaps, options, and futures contracts to optimize the portfolio, balancing daily flow and long-term objectives. * Monitor and ...
Charlotte, NC & NJ (Onsite) And Dallas TX • Pay rate- $60 (Max) • No of Position-1 • Overall 10+ years' experience Domain:- • Understanding of various financial instruments Interest rate swap ...
Charlotte, NC & NJ (Onsite) And Dallas TX • Pay rate- $60 (Max) • No of Position-1 • Overall 10+ years' experience Domain:- • Understanding of various financial instruments Interest rate swap ...
Process interest rate swap activities including interest payments and rate resets Record intercompany loan activity and documentation Bank account maintenance; opening and closing of accounts ...
Process interest rate swap activities including interest payments and rate resets Record intercompany loan activity and documentation Bank account maintenance; opening and closing of accounts ...
Intern - Capital Markets
Manhattan, NY · On-site
$25 - $30/hr
Interest Rate Swap market-to-market and daily margin posting. * Analysis of prospective client portfolios in order to develop proposals * Corporate and Municipal Bond credit analysis and ongoing ...
Intern - Capital Markets
Manhattan, NY · On-site
$25 - $30/hr
Interest Rate Swap market-to-market and daily margin posting. * Analysis of prospective client portfolios in order to develop proposals * Corporate and Municipal Bond credit analysis and ongoing ...
Intern - Capital Markets
$25 - $30/hr
Interest Rate Swap market-to-market and daily margin posting. * Analysis of prospective client portfolios in order to develop proposals * Corporate and Municipal Bond credit analysis and ongoing ...
Intern - Capital Markets
$25 - $30/hr
Interest Rate Swap market-to-market and daily margin posting. * Analysis of prospective client portfolios in order to develop proposals * Corporate and Municipal Bond credit analysis and ongoing ...
Intern - Capital Markets
New York, NY · On-site
$25 - $30/hr
Interest Rate Swap market-to-market and daily margin posting. * Analysis of prospective client portfolios in order to develop proposals * Corporate and Municipal Bond credit analysis and ongoing ...
Quick apply
Intern - Capital Markets
New York, NY · On-site
$25 - $30/hr
Interest Rate Swap market-to-market and daily margin posting. * Analysis of prospective client portfolios in order to develop proposals * Corporate and Municipal Bond credit analysis and ongoing ...
Python developer
$51.50 - $71/hr
Understanding of various financial instruments Interest rate swaps, FX swap and bond * Knowledge of key Quartz components like Sandra, Bob, Hugs
Python developer
$51.50 - $71/hr
Understanding of various financial instruments Interest rate swaps, FX swap and bond * Knowledge of key Quartz components like Sandra, Bob, Hugs
FID, Rates Swaps Algo Strat - VP
$160K - $250K/yr
US Interest Rate Swaps Algorithmic Trading Strategist The US IRS Algo Trading team builds advanced models and systems that power trading in USD interest rate swaps. As a strategist on the team, you ...
FID, Rates Swaps Algo Strat - VP
$160K - $250K/yr
US Interest Rate Swaps Algorithmic Trading Strategist The US IRS Algo Trading team builds advanced models and systems that power trading in USD interest rate swaps. As a strategist on the team, you ...
FID, Rates Swaps Algo Strat - VP
New York, NY · On-site
$160K - $250K/yr
US Interest Rate Swaps Algorithmic Trading Strategist The US IRS Algo Trading team builds advanced models and systems that power trading in USD interest rate swaps. As a strategist on the team, you ...
FID, Rates Swaps Algo Strat - VP
New York, NY · On-site
$160K - $250K/yr
US Interest Rate Swaps Algorithmic Trading Strategist The US IRS Algo Trading team builds advanced models and systems that power trading in USD interest rate swaps. As a strategist on the team, you ...
FID, Rates Swaps Algo Strat - VP
$160K - $250K/yr
US Interest Rate Swaps Algorithmic Trading Strategist The US IRS Algo Trading team builds advanced models and systems that power trading in USD interest rate swaps. As a strategist on the team, you ...
FID, Rates Swaps Algo Strat - VP
$160K - $250K/yr
US Interest Rate Swaps Algorithmic Trading Strategist The US IRS Algo Trading team builds advanced models and systems that power trading in USD interest rate swaps. As a strategist on the team, you ...
Director, Global Markets FX Trader
$225K - $275K/yr
Core mandate is CAD & EUR STIR trader and back up coverage of USD, JPY, AUD, NZD and Scandinavian currencies Pricing / Risk management of Interest Rate Swaps, Forward Rate Agreements, Fx-Swaps, XCCY ...
Director, Global Markets FX Trader
$225K - $275K/yr
Core mandate is CAD & EUR STIR trader and back up coverage of USD, JPY, AUD, NZD and Scandinavian currencies Pricing / Risk management of Interest Rate Swaps, Forward Rate Agreements, Fx-Swaps, XCCY ...
Fixed Income Sr Lead
New York, NY · On-site
$211K - $316K/yr
Applicants should be prepared to demonstrate their expertise in OTC interest rate and credit derivatives, with a focus on interest rate swaps, caps, swaptions, credit default swaps and options.
Fixed Income Sr Lead
New York, NY · On-site
$211K - $316K/yr
Applicants should be prepared to demonstrate their expertise in OTC interest rate and credit derivatives, with a focus on interest rate swaps, caps, swaptions, credit default swaps and options.
Treasury securities, interest rate swaps, swaptions, and a broad spectrum of fixed-income derivatives. Demonstrate a comprehensive understanding of the pricing, risk profiles, and market drivers of ...
Treasury securities, interest rate swaps, swaptions, and a broad spectrum of fixed-income derivatives. Demonstrate a comprehensive understanding of the pricing, risk profiles, and market drivers of ...
Temp Interest Rate Swap information
What is the difference between Temp Interest Rate Swap vs Temp Credit Analyst?
| Aspect | Temp Interest Rate Swap | Temp Credit Analyst |
|---|---|---|
| Required Credentials | Finance or Economics degree, possibly certifications like CFA | Finance, Economics degree, possibly CFA or credit certifications |
| Work Environment | Financial institutions, trading floors, risk management teams | Banking, investment firms, credit departments |
| Industry Usage | Used in derivatives trading and risk management | Used in credit risk assessment and loan analysis |
While both roles operate within the financial industry, a Temp Interest Rate Swap focuses on managing interest rate risk through derivatives, whereas a Temp Credit Analyst assesses creditworthiness of borrowers. Understanding these differences helps employers and candidates identify the right skill set and job focus in finance.
Vanguard rating
8.7
Based on 60 frontline employees who took The Breakroom Quiz
14th of 138 rated financial services
Job description
This role:
- Negotiates and executes derivatives trades and strategies in fixed income portfolios. Will trade US treasuries, bond futures, interest rate swaps, swaptions, listed options, and FX forwards.
- Manages duration and curve risk across active portfolios, invests and hedges daily cashflows, and monitors FX exposure. Requires familiarity with performance attribution and risk-management frameworks.
- Relays market insight to portfolio managers through monitoring and analysis of market trends. Provides investable alpha-oriented and hedging ideas through quantitative relative value and macro analysis.
- Continually refines relative value frameworks, particularly in interest rate derivative and options pricing models, which requires an understanding of option greeks, basis risks and relationships across interest rate products.
- Develops and implements new trading and hedging strategies, while also driving analytical and operational improvements to regular processes.
- Fosters a collaborative environment internally by working closely with other sector teams within fixed income, and helping to develop and train less tenured traders. Builds and maintains relationships with security dealers.
- Participates in special projects and research initiatives as assigned.
Qualifications:
- Five years related work experience, including four years investment management experience. Derivatives and/or fixed income rates experience preferred.
- Undergraduate degree in quantitative studies, economics or equivalent combination of training and experience required. Mathematics, statistics or financial engineering experience preferred.
- CFA preferred.
This role is based in our Malvern, PA office and is a fully in-person position, with regular time spent working alongside the team onsite. If you're not currently local, relocation assistance is available to help make the move as smooth as possible.
Special Factors
Sponsorship
Vanguard is not offering visa sponsorship for this position.
About Vanguard
At Vanguard, we don't just have a mission-we're on a mission.
To work for the long-term financial wellbeing of our clients. To lead through product and services that transform our clients' lives. To learn and develop our skills as individuals and as a team. From Malvern to Melbourne, our mission drives us forward and inspires us to be our best.
How We Work
Vanguard has implemented a hybrid working model for the majority of our crew members, designed to capture the benefits of enhanced flexibility while enabling in-person learning, collaboration, and connection. We believe our mission-driven and highly collaborative culture is a critical enabler to support long-term client outcomes and enrich the employee experience.