Overview
On Site
$Best
Full Time
Accepts corp to corp applications
Contract - W2
Contract - Independent
Contract - 12 Month(s)
Skills
PNL
Fixed Income
modeling
Pricing
Regulatory
Quantitative Analyst
Market Risk
Value at Risk
VaR
model sensitivity analysis
Greeks
SR 11-7
financial models
Job Details
Send resumes to along with Visa and expected bill rates on C2C/W2 (No Benefits) .
Senior Quantitative Analyst - Fixed Income and Market Risk
NYC, NY (3 days Onsite)
12 Months
Need local or nearby candidates
Titles: Senior Quantitative Risk Modeler Fixed Income
Director Market Risk Modeling
Senior Fixed Income Quantitative Analyst
Senior Quantitative Analyst Market Risk & Pricing
Senior Risk Model Validation Specialist Fixed Income
Job 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.
Manjunath
Staffing Manager
Nam Info Inc
Ph: / Email:
Website:
Address: 2525 US Highway 130, Bldg D, Suite2 Cranbury, NJ-08512
USA | CANADA | INDIA
MBE Certified Company , E Verify Company
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.