Quantitative Analyst/Market Risk Modeler with Fixed Income needed Onsite at NYC!!!!

  • New York City, NY
  • Posted 7 hours ago | Updated 7 hours ago

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

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