Quantitative Analyst
Quantitative Analyst
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Not Disclosed
Salary Not Disclosed
1 Vacancy
Job Description
Send resumes to 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 (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.
Manjunath
Staffing Manager
Nam Info Inc
Ph: / Email:
Address: 2525 US Highway 130 Bldg D Suite2 Cranbury NJ-08512
USA CANADA INDIA
MBE Certified Company E Verify Company
Employment Type
Full-time
