Senior Quantitative Analyst

Talent Movers; New York (NY); On-site; USD 80,000 - 100,000; Full time

Job summary

A financial services provider is seeking a Senior Quantitative Analyst specializing in fixed income and market risk in New York City. The ideal candidate will have significant experience in pricing and risk modeling, advanced Python skills, and a strong educational background in quantitative fields. Responsibilities include developing PnL attribution frameworks and model documentation. Competitive compensation is available for this full-time position requiring local candidates for onsite work.

Qualifications

• 7-10 years of experience in developing or validating trading book market risk models.
• Strong understanding of model theory calibration techniques.
• Excellent communication skills both verbal and written.

Responsibilities

• Develop and validate PnL attribution frameworks.
• Implement model development documentation and guides.
• Collaborate within teams to deliver results.

Skills

Python programming

Market risk concepts

Model validation

Excel expertise

Education

Advanced degree in quantitative discipline

Tools

Splunk

SQL

SAS

Job description

Description

• Proven experience in pricing and risk modeling for fixed income trading products with a focus on leveraged loans.
• Strong understanding of model theory calibration techniques and dynamics of one-factor interest rate models including the Hull-White model.
• Advanced Python programming skills with hands-on experience in testing financial models.
• Experience with Numerix or comparable vendor-based modeling systems.
• Proficient in designing and validating Profit and Loss (PnL) attribution frameworks.
• Deep knowledge of market risk concepts and regulatory standards including Value at Risk (VaR) using historical simulation model sensitivity analysis (Greeks) and model validation practices aligned with SR 11-7 guidelines.
• Demonstrated expertise in model development documentation and implementation guides.
• Excellent communication skills both verbal and written.
• Collaborative Team player with a proven track record of taking initiative and delivering results.
• Excellent skills with Excel Word and PowerPoint are mandatory.
• Advanced degree (Masters or Ph.D.) in a quantitative discipline such as Finance Engineering Physics Mathematics Statistics Computer Science or Quantitative Finance with a strong background in modeling.
• Minimum of 7-10 years of experience in developing and / or validating trading book market risk models within the financial services industry.

Key Skills

Splunk,IDS,Microsoft Access,SQL,Cybersecurity,Intelligence Experience,Malware Analysis,Tableau,Analysis Skills,SAS,Data Analysis Skills,Analytics

Employment Type : Full-time

Experience : years

Vacancy : 1

Position Details

Requirement

Client

Role

Senior Quantitative Analyst - Fixed Income and Market Risk

Location (Need Local Candidates only)

NYC NY (Need local candidates only) (3days Onsite)

Type of Hire - Contract / C2H

Contract

Salary Range (in USD)

on c2c