Senior Quant Analytics Lead: Fixed Income Risk Engine

Yablon & Associates LLC; New York (NY); Hybrid; USD 1,205,000 - 1,570,000; Full time

Job summary

Yablon & Associates LLC seeks a Senior Quantitative Analytics Lead in Midtown, NYC (Hybrid: 3 days onsite). You will design and implement a state-of-the-art risk engine focusing on Fixed Income cash products, pricing, curve stripping, VaR, and stress testing.

With 10–15+ years in quantitative finance, you will lead and mentor a team, drive collaborations across disciplines, and stay ahead of regulatory shifts and tech advances to deliver robust risk capabilities.

Qualifications

• 10+ to 15+ years in quantitative modeling, data science and software development.
• Proven track record leading complex quantitative projects with clear prioritization.
• Deep understanding of risk management principles, methodologies and regulations.
• Expertise in implementing statistical analysis and financial modeling in Python.
• Exceptional analytical, problem-solving, and attention to detail.
• Excellent communication and stakeholder collaboration skills.
• Advanced degree in Financial Engineering, Mathematics, Statistics, or related field.

Responsibilities

• Lead development and implementation of a robust quantitative library for Fixed Income cash products across asset classes.
• Design issuer and sector curve methodologies and bond risk factor mappings.
• Collaborate with cross-functional teams to align risk engine with business goals and regulatory requirements.
• Participate in all stages of the model life cycle: design, implementation, testing, production, validation, monitoring.
• Provide analytical support and insights during model release with robust testing.
• Develop and maintain quantitative libraries for production ensuring accuracy and scalability.
• Mentor junior team members and foster continuous learning.

Skills

Quantitative modeling

Data science

Software development

Python

AWS experience

Education

Advanced degree in quantitative field

Tools

AWS

Job description

Yablon & Associates LLC seeks a Senior Quantitative Analytics Lead in Midtown, NYC (Hybrid: 3 days onsite). You will design and implement a state-of-the-art risk engine focusing on Fixed Income cash products, pricing, curve stripping, VaR, and stress testing.

With 10–15+ years in quantitative finance, you will lead and mentor a team, drive collaborations across disciplines, and stay ahead of regulatory shifts and tech advances to deliver robust risk capabilities.