Senior Quantitative Analyst
Senior Quantitative Analyst
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1 Vacancy
Job Description
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.
Employment Type
Full-time
