Senior Quant Developer, Fixed Income Risk Analytics

The Matlen Silver Group, Inc.; Jersey City (NJ); On-site; USD 90,000 - 96,000; Full time

Benefits offered by this job

Health, vision, and dental insurance

401(k) plan (employee contributions)

Job summary

The Matlen Silver Group, Inc. in Jersey City, NJ is seeking a Senior Quantitative Risk Engineer to develop and enhance Fixed Income, Financing, and Risk Analytics platforms.

The role blends capital markets knowledge with hands-on quantitative engineering for complex risk calculations. Ideal candidates have 10+ years in quantitative development or risk tech, with strong knowledge of bonds, derivatives, DV01/PV01, and Python analytics.

Qualifications

• 10+ years of experience in quantitative development, risk analytics, or front-office risk technology.
• Strong knowledge of Repo / Reverse Repo, bonds, TRS, and fixed income products.
• Strong understanding of risk and exposure calculations, bond pricing and yield curves, DV01/PV01, and rate sensitivities.
• Experience building analytical tools, risk calculations, data controls, or reconciliation frameworks.
• Knowledge of end-to-end trade lifecycle for Fixed Income and Derivatives.

Responsibilities

• Investigate unexplained risk, valuation, exposure, and P&L movements.
• Reconcile differences across trading, risk, and finance systems.
• Perform root‑cause analysis of incorrect or unexpected calculations.
• Analyze impact of market data, curves, lifecycle events, and booking issues on risk calculations.
• Partner with traders, desk quants, risk managers, finance, and technology.

Skills

Quantitative development

Risk analytics

Front-office risk tech

Repo / Reverse Repo

Government and Corporate Bonds

Interest Rate Derivatives

Total Return Swaps (TRS)

Fixed Income

Financing products

Risk calculations

Bond pricing

Yield curves

DV01/PV01

Funding and financing risk

Scenario analysis

Stress testing

Tools

Python development

Analytical libraries

Data analysis

Troubleshooting

Numerical investigation

Job description

The Matlen Silver Group, Inc. in Jersey City, NJ is seeking a Senior Quantitative Risk Engineer to develop and enhance Fixed Income, Financing, and Risk Analytics platforms.

The role blends capital markets knowledge with hands-on quantitative engineering for complex risk calculations. Ideal candidates have 10+ years in quantitative development or risk tech, with strong knowledge of bonds, derivatives, DV01/PV01, and Python analytics.