Interest Rate Derivatives Risk & Control Associate

Atlas Search; New York (NY); On-site; USD 140,000 - 230,000; Full time

Job summary

Atlas Search in New York offers a role in the Trading Risk & Control group within Capital Markets. You will build expertise on interest rate derivatives across currencies, handling multiple derivatives such as swaps, options, FX and credit products.

You will interact with financial analysts, quants and traders, solving problems under pressure and managing multiple projects while ensuring trade accuracy and timely valuations.

Qualifications

• Degree in a quantitative field with finance focus.
• 5+ years of Fixed Income experience.
• Strong understanding of greeks, mark-to-market, and PnL attribution.
• Attention to detail and accountability.
• Excellent communication and teamwork.

Responsibilities

• Understand global markets and impact on portfolios.
• Deep understanding of interest rate derivatives valuation and risk models.
• Mark curves for daily MTM and ensure input parameter accuracy.
• Perform daily MV, greeks, MTM, and PnL attribution for CM derivatives.
• Conduct monthly valuation analyses using external data and internal models.
• Improve and streamline existing processes.

Skills

Communication

Teamwork

Python

Education

Bachelor's or Master’s Degree in Financial Engineering, Finance, CS

Tools

Excel VBA

Job description

Atlas Search in New York offers a role in the Trading Risk & Control group within Capital Markets. You will build expertise on interest rate derivatives across currencies, handling multiple derivatives such as swaps, options, FX and credit products.

You will interact with financial analysts, quants and traders, solving problems under pressure and managing multiple projects while ensuring trade accuracy and timely valuations.