Interest Rate Derivatives Risk & Control Analyst

Atlas Search; New York (NY); On-site; USD 120,000 - 190,000; Full time

Job summary

Atlas Search in New York's Capital Markets Trading Risk & Control group seeks a seasoned analyst to deliver valuation and risk analytics for interest rate derivatives. You will mark curves, compute daily MTM, and produce Greeks, P&L attribution, working across swaps, options, FX and credit products.

Candidates should have a Bachelor's or Master's in a quantitative field, at least 5 years in Fixed Income, and strong Python and Excel VBA skills, with meticulous attention to detail and teamwork.

Qualifications

• Bachelor's or Master's in Financial Engineering, Finance, CS or related quantitative field.
• Minimum 5 years of Fixed Income work experience.
• Deep understanding of greeks, mark to markets, and P&L attribution.
• Meticulous attention to detail and accountability.
• Excellent communication skills with good teamwork.

Responsibilities

• Understand global financial markets and market movements affecting portfolios.
• Valuation of derivatives portfolio, Greeks, MTM, P&L attribution.
• Mark curves and ensure accurate market input parameters.
• Monthly valuation analysis using external data and internal models.
• Enhance and streamline existing processes.

Skills

Communication

Teamwork

Attention to detail

Work ethic

Education

Bachelor's or Master’s in Financial Engineering/Finance/CS

Tools

Python

Excel VBA

Job description

Atlas Search in New York's Capital Markets Trading Risk & Control group seeks a seasoned analyst to deliver valuation and risk analytics for interest rate derivatives. You will mark curves, compute daily MTM, and produce Greeks, P&L attribution, working across swaps, options, FX and credit products.

Candidates should have a Bachelor's or Master's in a quantitative field, at least 5 years in Fixed Income, and strong Python and Excel VBA skills, with meticulous attention to detail and teamwork.