Quantitative Analyst/Market Risk Modeler with Fixed Income needed Onsite at NYC!!!!

Send resumes to [email protected] along with Visa and expected bill rates on C2C/W2 (No Benefits) .

Senior Quantitative Analyst - Fixed Income and Market Risk

NYC, NY (3 days Onsite)

12 Months

Need local or nearby candidates

Titles: Senior Quantitative Risk Modeler Fixed Income

Director Market Risk Modeling

Senior Fixed Income Quantitative Analyst

Senior Quantitative Analyst Market Risk & Pricing

Senior Risk Model Validation Specialist Fixed Income

Job 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 ( Master's 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.

Manjunath

Staffing Manager

Nam Info Inc

Ph:732-993-5319 / Email:[email protected]

Website:

Address: 2525 US Highway 130, Bldg D, Suite2 Cranbury, NJ-08512

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