Senior Quantitative Analyst - Fixed Income and Market Risk

Sensiple Inc is a New Jersey corporation with over two decades of expertise in technology-driven solutions specializing in Customer Experience, Contact Center Solutions, Digital Transformation, Cloud Computing & Independent Testing. With an expert team that has enriched experience in executing & developing sustainable IT strategies in Healthcare, Technology, Retail, Logistics, Education, Telecommunications, Government and Media, we help our diverse customers to envision the future. By developing highly scalable and consistent solutions, our primary goal is to deliver excellence at all levels and delight our customers and drive them to a better future. We are looking for a Senior Quantitative Analyst - Fixed Income and Market Risk – Onsite opportunity with one of our clients. Job Description Position: Senior Quantitative Analyst - Fixed Income and Market Risk Location: New York City NY - Onsite Contract: Long term Mandatory Skills ServiceNow Developer Certification is mandatory Fixed Income Modeling and Risk Modeling Market Risk Concepts (VaR, Greeks, PnL attribution) Python Programming for Quantitative Finance Model Validation and Regulatory Compliance (e.g. SR 11-7) 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. If you find yourself suitable for this position, kindly send your updated resume and expected hourly rate to ranjitnair at sensiple dot com Regards Ranjit Nair | Sensiple Inc., ranjitnair at sensiple dot com 555 US Highway 1 S, Ste 330 Iselin, NJ 08830 Sensiple, Inc. is an Equal Opportunity Employer, and all qualified applicants will receive consideration for employment without regard to gender, race, colour, religion, sex, national origin, veteran or disability status.