Senior Quantitative Analyst - Fixed Income and Market Risk NYC, NY (3 days Onsite) 12 Months Need local or nearby candidates 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. Titles for this role: 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 Best regards, Chandra Mouli NAM Info Inc Cranbury, NJ 08512 Board: 732 777 5181 Ext: 130 Direct: 732 993 5332 Whats App: +91 9481904980 Email: Chandra@nam-it.com Web: www.nam-it.com USA | CANADA | INDIA MBE Certified Company , E Verify Company