25080601 Senior Manager – Loan Trading Market Risk Model

CORUS Consulting; New York (NY); On-site; USD 160,000 - 185,000; Full time

Job summary

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.

Responsibilities

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

Skills

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

Education

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

Tools

Excel

PowerPoint

Word

Job description

4 days ago Be among the first 25 applicants

Get AI-powered advice on this job and more exclusive features.

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

Referrals increase your chances of interviewing at CORUS Consulting by 2x

Sign in to set job alerts for “Loan Manager” roles.

New York, NY $160,000.00-$185,000.00 3 weeks ago

Loan Operations Manager - Vice President

New York, NY $110,000.00-$150,000.00 2 weeks ago

New York, NY $46,000.00-$80,000.00 6 days ago

New York, NY $46,000.00-$80,000.00 5 days ago

Manager, Private Credit Operations - Direct Lending

New York, NY $135,000.00-$155,000.00 1 month ago

New York, NY $165,000.00-$175,000.00 1 week ago

Transaction Manager, Wholesale Lending – VP

New York, NY $129,840.00-$194,760.00 2 weeks ago

New York, NY $172,800.00-$297,000.00 2 weeks ago

Loan Servicing Manager – Commercial Mortgage Loan Servicing

New York, NY $170,000.00-$190,000.00 2 weeks ago

New York, United States $84,000.00-$140,000.00 14 hours ago

Senior Manager, Credit Card Acquisition Strategy

New York, NY $123,500.00-$212,850.00 2 months ago

New York, United States $170,000.00-$240,000.00 5 days ago

New York, NY $175,000.00-$225,000.00 2 weeks ago

Senior Manager, U.S. Credit and Special Accounts Management

New York, NY $117,400.00-$224,700.00 3 days ago

New York, NY $105,000.00-$150,000.00 1 week ago

New York, NY $200,000.00-$750,000.00 4 days ago

New York, NY $170,000.00-$180,000.00 1 week ago

New York, NY $50,000.00-$60,000.00 3 days ago

New York, NY $128,700.00-$200,300.00 5 days ago

New York, NY $100,000.00-$130,000.00 1 day ago

New York, United States $170,000.00-$240,000.00 5 days ago

New York, NY $125,000.00-$250,000.00 3 days ago

New York, NY $90,000.00-$120,000.00 3 days ago

New York, NY $180,000.00-$200,000.00 1 week ago

New York, United States $175,000.00-$215,000.00 2 weeks ago

Credit Portfolio Exec Group Manager - C16 - NEW YORK

New York, NY $250,000.00-$500,000.00 17 hours ago

New York, NY $127,626.00-$237,014.00 2 months ago

New York, NY $168,000.00-$200,000.00 1 day ago

We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.