Senior Quantitative Analytics Lead – Fixed Income Risk EngineLocation: Midtown NYC (Hybrid – 3 days onsite)Duration: 6+ months, rolling contract Compensation: W2: $875 – $1015/day C2C: $975 – $1140/day Required Skills Extensive hands-on experience in bond pricing Proven expertise in developing risk engines Advanced proficiency in Python Strong knowledge of fixed income cash products Position Overview We are looking for a Senior Quantitative Analytics Lead with deep expertise in Fixed Income and advanced Python development. This individual will spearhead the buildout of a next-generation risk engine to support comprehensive market risk management—primarily across Fixed Income cash instruments. This is a high-impact role offering the opportunity to contribute meaningfully to a critical transformation effort in a fast-paced, elite team setting. Key Responsibilities Lead the design and development of a high-performance quantitative library tailored for Fixed Income cash products, including: Investment-grade and high-yield corporate bonds Fixed income ETFs Sovereign and emerging market (EM) bonds Loans, distressed debt, CoCos, preferred stocks, and trade claims Bond futures and bond future options Enable core features of the next-gen market risk platform, such as: Pricing Curve stripping Full-revaluation Value at Risk (VaR) Sensitivities and stress testing Architect and implement: Issuer-specific and sector curve cohorting methodologies A robust risk factor mapping waterfall for issuer/proxy curve selection Ensure the risk engine meets business goals and complies with all applicable regulatory requirements Oversee the full model development lifecycle—from initial design and coding (primarily in Python), through testing, deployment, validation, and performance monitoring Provide analytical support during model releases and lead comprehensive testing and quality assurance efforts Maintain and expand Python-based quantitative libraries used in production, with a focus on accuracy, performance, and scalability Mentor junior team members and promote a culture of high standards, innovation, and ongoing learning Keep up with evolving market trends, technologies, and regulatory guidelines to maintain best-in-class modeling standards Qualifications 10–15+ years of experience in quantitative modeling, data science, and financial software development Proven track record leading Fixed Income-centric quantitative initiatives Expertise in designing and managing complex risk models, including evaluating model trade-offs Strong knowledge of risk frameworks and financial regulations Advanced Python programming skills for model building, statistical analysis, and production-level coding Full-stack development capability Excellent analytical, problem-solving, and organizational skills Strong communication abilities and collaborative mindset for working across business and technology teams Advanced degree in Financial Engineering, Mathematics, Statistics, or a related technical field Experience with AWS is considered a plus Why Join Us Lead a strategic transformation in Fixed Income risk analytics Apply your deep expertise in Fixed Income and Python to complex, real-world challenges Benefit from a collaborative hybrid work environment that values flexibility and autonomy Work alongside a high-caliber team dedicated to quality, innovation, and impact Job Types: Full-time, Contract Pay: $875.00 - $1,140.00 per day Benefits: Dental insurance Health insurance Vision insurance Work Location: Hybrid remote in New York, NY 10022