Senior Quantitative Strategy Lead — Fixed Income Risk

Taurus Search; New York (NY); On-site; USD 140,000 - 190,000; Full time

Job summary

A financial services firm located in New York is seeking an experienced professional to engage in market risk stress testing and quantitative modeling within the fixed income sector. The ideal candidate will have over 5 years of experience in quantitative modeling and a strong understanding of pricing for financial derivatives. Responsibilities include statistical analysis, scenario design, and support for financial model development and integration.

Qualifications

• 5+ years of experience in quantitative modeling & strategy focused on fixed income.
• Knowledge of pricing and risk models for financial derivatives.

Responsibilities

• Conduct market risk stress testing, scenario analysis, and reporting.
• Provide methodological guidance for development projects.
• Perform statistical analysis on large datasets.

Skills

Quantitative modeling

Statistical analysis

Financial derivatives knowledge

Job description

A financial services firm located in New York is seeking an experienced professional to engage in market risk stress testing and quantitative modeling within the fixed income sector. The ideal candidate will have over 5 years of experience in quantitative modeling and a strong understanding of pricing for financial derivatives. Responsibilities include statistical analysis, scenario design, and support for financial model development and integration.