Quantitative Risk Associate Director

JOB INSIGHTS:

Maintain and enhance in-house fixed income risk models

Produce model performance metrics and analytics to support communications with both internal model users and external supervisors

Explain model behavior, carrying out scenario analyses, develop new quantitative analysis tools

Maintain key data source for groups model development and quantitative analyses.

Mitigates risk by following established procedures and monitoring controls, spotting key errors and demonstrating strong ethical behavior.

QUALIFICATIONS:

Master's degree or higher in a quantitative field of study

5+ years of hands-on experience in quantitative models, research, with deep understanding in fixed income market.

Fluent in Python and SQL

Knowledge of Treasury Securities and/or MBS pricing and VaR modeling a big plus.

Strong Analytical, quantitative and problem solving skills, as well as demonstrated research skills

Good communication skills, both oral and written.

Excellent attention to detail and focus on quality of deliverable.

EOE:

Our client is an Equal Opportunity Employer and Prohibits Discrimination and Harassment of Any Kind: We are committed to the principle of equal employment opportunity for all employees and to providing employees with a work environment free of discrimination and harassment. All employment decisions at our client are based on business needs, job requirements, and individual qualifications, without regard to race, color, religion or belief, national, social or ethnic origin, sex (including pregnancy), age, physical, mental or sensory disability, HIV Status, sexual orientation, gender identity and/or expression, marital, civil union or domestic partnership status, past or present military service, family medical history or genetic information, family or parental status, or any other status protected by the laws or regulations in the locations where we operate. We will not tolerate discrimination or harassment based on any of these characteristics.