Senior Quantitative Analyst - Fixed Income and Market Risk

Overview

Hybrid
Depends on Experience
Contract - W2
Contract - Independent
Contract - 6 Month(s)

Skills

Senior Quantitative Analyst
Fixed Income
Market Risk
Python programming
Model Validation and Regulatory Compliance (e.g SR 11-7)
VaR
Greeks
PnL attribution

Job Details

Title: Senior Quantitative Analyst - Fixed Income and Market Risk
Location: NYC, NY
Duration: 6-12+ Months

Description:

  • Proven experience in pricing and risk modeling for fixed income trading products, with a focus on leveraged loans.
  • Strong understanding of model theory, calibration techniques, and dynamics of one-factor interest rate models, including the Hull-White model.
  • Advanced Python programming skills, with hands-on experience in testing financial models.
  • Experience with Numerix or comparable vendor-based modeling systems.
  • Proficient in designing and validating Profit and Loss (PnL) attribution frameworks.
  • Deep knowledge of market risk concepts and regulatory standards, including Value at Risk (VaR) using historical simulation, model sensitivity analysis (Greeks), and model validation practices aligned with SR 11-7 guidelines.
  • Demonstrated expertise in model development documentation, and implementation guides.
  • Excellent communication skills both verbal and written.
  • Collaborative Team player with a proven track record of taking initiative and delivering results.
  • Excellent skills with Excel, Word and PowerPoint are mandatory.
  • Advanced degree (master s or Ph.D.) in a quantitative discipline such as Finance, Engineering, Physics, Mathematics, Statistics, Computer Science, or Quantitative Finance, with a strong background in modeling.
  • Minimum of 7-10 years of experience in developing and/or validating trading book market risk models within the financial services industry.

Regards,

Nick Arthur (Nizam)

Associate Director, Recruitment

Pull Skill Technologies Inc.

Direct: +1 551-272-o197

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