Sr. Fixed Income Modeling

  • New York, NY
  • Posted 3 hours ago | Updated 3 hours ago

Overview

On Site
Full Time

Skills

Pricing
Fixed Income
FOCUS
Dynamics
Python
Testing
Profit And Loss
Value At Risk
Documentation
Communication
Microsoft Excel
Microsoft PowerPoint
Computational Finance
Physics
Mathematics
Statistics
Computer Science
Modeling
Trading
Market Risk
Financial Services
SAP BASIS
Law
IT Service Management
Innovation
Collaboration
Recruiting
Insurance
Finance
Professional Development
Training
Leadership
CompTIA
Customer Service
Career Counseling
Apex
Oracle Application Express

Job Details

Job#: 2084514

Job Description:

Role: Sr. Fixed Income Modeling

Location: Manhattan, NY

Term: 6+ Months

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.


EEO Employer

Apex Systems is an equal opportunity employer. We do not discriminate or allow discrimination on the basis of race, color, religion, creed, sex (including pregnancy, childbirth, breastfeeding, or related medical conditions), age, sexual orientation, gender identity, national origin, ancestry, citizenship, genetic information, registered domestic partner status, marital status, disability, status as a crime victim, protected veteran status, political affiliation, union membership, or any other characteristic protected by law. Apex will consider qualified applicants with criminal histories in a manner consistent with the requirements of applicable law. If you have visited our website in search of information on employment opportunities or to apply for a position, and you require an accommodation in using our website for a search or application, please contact our Employee Services Department at or .

Apex Systems is a world-class IT services company that serves thousands of clients across the globe. When you join Apex, you become part of a team that values innovation, collaboration, and continuous learning. We offer quality career resources, training, certifications, development opportunities, and a comprehensive benefits package. Our commitment to excellence is reflected in many awards, including ClearlyRated's Best of Staffing in Talent Satisfaction in the United States and Great Place to Work in the United Kingdom and Mexico.

Apex Benefits Overview: Apex offers a range of supplemental benefits, including medical, dental, vision, life, disability, and other insurance plans that offer an optional layer of financial protection. We offer an ESPP (employee stock purchase program) and a 401K program which allows you to contribute typically within 30 days of starting, with a company match after 12 months of tenure. Apex also offers a HSA (Health Savings Account on the HDHP plan), a SupportLinc Employee Assistance Program (EAP) with up to 8 free counseling sessions, a corporate discount savings program and other discounts. In terms of professional development, Apex hosts an on-demand training program, provides access to certification prep and a library of technical and leadership courses/books/seminars once you have 6+ months of tenure, and certification discounts and other perks to associations that include CompTIA and IIBA. Apex has a dedicated customer service team for our Consultants that can address questions around benefits and other resources, as well as a certified Career Coach. You can access a full list of our benefits, programs, support teams and resources within our 'Welcome Packet' as well, which an Apex team member can provide.
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