Senior Quant Developer - Fixed Income Risk Analytics

Matlen Silver; 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

Job summary

Matlen Silver is seeking a senior Quant Developer to support development and enhancement of Fixed Income, Financing, and Risk Analytics platforms in Jersey City, NJ. The role combines deep capital markets knowledge with hands-on quantitative engineering and analytical problem-solving.

You will collaborate with traders and desk quants to investigate risk movements, reconcile data across systems, and improve risk calculations and reporting.

Qualifications

• 10+ years in quantitative development or risk analytics.
• Strong knowledge of: Repo & Reverse Repo, Government and Corporate Bonds, Interest Rate Derivatives, Total Return Swaps (TRS), Fixed Income & Financing products.
• Strong understanding of risk and exposure calculations, bond pricing and yield curves, DV01/PV01 and interest rate sensitivities, funding and financing risk, scenario analysis and stress testing.

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 the impact of market data, curves, trade amendments, lifecycle events, and booking issues on risk calculations.
• Partner with traders, desk quants, risk managers, finance, and technology.

Skills

Quantitative development

Risk analytics

Python development

Fixed income knowledge

Interest rate derivatives

TRS understanding

Trade lifecycle understanding

Data analysis

Job description

Matlen Silver is seeking a senior Quant Developer to support development and enhancement of Fixed Income, Financing, and Risk Analytics platforms in Jersey City, NJ. The role combines deep capital markets knowledge with hands-on quantitative engineering and analytical problem-solving.

You will collaborate with traders and desk quants to investigate risk movements, reconcile data across systems, and improve risk calculations and reporting.