ServiceNow Developer Certification is mandatory
| 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 |
| 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.
|
ServiceNow Developer Certification is mandatory 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 - Contrac...
ServiceNow Developer Certification is mandatory
| 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 |
| 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.
|
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Job Location:
Monthly Salary:
Not Disclosed
Posted on:
30+ days ago
Vacancies:
1 Vacancy
