25080601 Senior Manager – Loan Trading Market Risk Model

CORUS Consulting; New York (NY); Sur place; USD 160 000 - 185 000; Plein temps

Résumé du poste

A financial services consultancy located in New York City is seeking a Senior Manager specializing in market risk modeling. The successful candidate will contribute to the development and validation of pricing and risk models, particularly focused on leveraged loans. Candidates must possess strong quantitative skills, advanced expertise in Python, and a deep understanding of market risk concepts. This full-time position offers a challenging opportunity in a fast-paced environment.

Qualifications

• Proven experience in pricing and risk modeling for fixed income products.
• Advanced skills in Python with hands-on testing of financial models.
• 7–10 years of relevant experience in model development or validation.

Responsabilités

• Develop and validate pricing and risk models for leveraged loans.
• Design and validate PnL attribution frameworks.
• Prepare documentation and implementation guides.

Connaissances

Market risk modeling

Pricing and risk modeling

Model theory and calibration

Python

Numerix or similar platforms

PnL attribution frameworks

Market risk concepts

Documentation skills

Excel

Formation

Master's or Ph.D. in a quantitative field

Outils

Excel

PowerPoint

Word

Description du poste

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Onsite – New York City

Are you an expert in market risk modeling with a strong quantitative background? We’re looking for a Senior Manager to join our team in NYC and contribute to the development and validation of pricing and risk models for fixed income trading products—particularly leveraged loans.

Key Responsibilities & Skills:

• Must be based in New York.
• Proven experience with pricing and risk modeling for fixed income products (focus on leveraged loans).
• Strong grasp of model theory, calibration, and one-factor interest rate models (e.g., Hull-White).
• Advanced Python skills and hands-on testing of financial models.
• Experience with Numerix or similar modeling platforms.
• Design and validation of PnL attribution frameworks.
• Deep understanding of market risk concepts and regulatory frameworks (VaR, Greeks, SR 11-7).
• Skilled in preparing documentation and implementation guides.
• Excellent communication and collaboration skills.
• Proficiency in Excel, Word, and PowerPoint is essential.
• Advanced degree (Master’s or Ph.D.) in a quantitative field.
• 7–10 years of relevant experience in model development or validation in financial services.

If you're passionate about quantitative finance and ready to make an impact in a fast-paced environment, we’d love to hear from you.

Apply now or reach out for more details!

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Information Technology

• Industries

  IT Services and IT Consulting

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