Senior Manager Quantitative Strategist - Fixed Income

Taurus Search; New York (NY); On-site; USD 140,000 - 180,000; Full time

Job summary

A financial services firm in New York seeks an experienced Quantitative Strategist to spearhead the delivery of a bond analytics library. Candidates should possess over 10 years of experience in pricing and market risk models, alongside advanced Python skills and exceptional team leadership abilities. This role involves collaborating closely with traders and market risk teams, while also mentoring talented quantitative professionals in a high-performance culture.

Qualifications

• Over 10 years of experience as a Quantitative Strategist.
• Experience in leading teams and delivering complex projects.
• Strong knowledge of fixed income pricing models.

Responsibilities

• Spearhead delivery of a bond analytics library.
• Lead deployment of pricing and market risk models.
• Design robust quantitative libraries for production use.
• Collaborate with stakeholders to meet business requirements.
• Mentor and develop high-performing quantitative talent.

Skills

Team leadership

Quantitative analysis

Communication with trading desks

Statistical modeling

Advanced Python skills

Job description

Responsibilities

• Spearhead the end-to-end delivery of a bond analytics library, applying deep product knowledge in fixed income asset classes.
• Lead the development, validation, and production deployment of models supporting pricing and market risk management.
• Design and maintain robust, scalable quantitative libraries for production use, ensuring performance and resilience.
• Partner closely with fixed income traders, market risk management and technology to ensure analytics solutions meet business requirements.
• Build, mentor, and develop high-performing quantitative talent, promoting a culture of technical excellence and innovation.

Requirements

• 10+ years of experience in a Quantitative Strategist role with a focus on pricing and market risk models.
• Proven track record of building and leading teams and delivering complex, enterprise-scale initiatives.
• Outstanding knowledge of fixed income pricing and market risk concepts.
• Strong interpersonal skills with ability to hold high profile conversations with trading desks and market risk teams.
• Advanced Python skills with strong quantitative and statistical modelling capabilities.