Quantitative Risk Engineer

• 10+ years of experience in Quantitative Development, Risk Analytics, Front Office Risk Technology, or Capital Markets Risk Platforms.
• Strong knowledge of Fixed Income products, including:
• Government Bonds
• Total Return Swaps (TRS)
• Strong understanding of:
• Risk calculations and exposure measurement
• Bond pricing and yield curve analytics
• Interest rate sensitivity (DV01/PV01)
• Funding and financing risk
• Scenario analysis and stress testing
• Advanced Python development skills with expertise in:
• Python
• Num Py
• Data analysis and numerical modeling
• Strong analytical, troubleshooting, and root cause analysis skills.
• Experience investigating risk, valuation, and exposure discrepancies.
• Ability to reconcile outputs across risk systems, trading platforms, and finance calculations.
• Strong understanding of market data, curves, trade lifecycle events, and their impact on risk calculations.
• Experience working directly with traders, desk quants, risk managers, and finance users.
• Excellent communication and stakeholder management skills. Good to Have Skills
• Experience with Quartz or similar front-office risk and analytics platforms.
• Experience in Capital Markets, Fixed Income Trading, or Financing businesses.
• Knowledge of risk attribution, explainability, and quantitative analytics frameworks.
• Exposure to enterprise risk platforms and front-office technology environments.

• 10+ years of experience in Quantitative Development, Risk Analytics, Front Office Risk Technology, or Capital Markets Risk Platforms.
• Strong knowledge of Fixed Income products, including:
• Repo / Reverse Repo
• Government Bonds
• Corporate Bonds
• Interest Rate Derivatives
• Total Return Swaps (TRS)
• Strong understanding of:
• Risk calculations and exposure measurement
• Bond pricing and yield curve analytics
• Interest rate sensitivity (DV01/PV01)
• Funding and financing risk
• Scenario analysis and stress testing
• Advanced Python development skills with expertise in:
• Python
• Pandas
• Num Py
• Data analysis and numerical modeling
• Strong analytical, troubleshooting, and root cause analysis skills.
• Experience investigating risk, valuation, and exposure discrepancies.
• Ability to reconcile outputs across risk systems, trading platforms, and finance calculations.
• Strong understanding of market data, curves, trade lifecycle events, and their impact on risk calculations.
• Experience working directly with traders, desk quants, risk managers, and finance users.
• Excellent communication and stakeholder management skills. Good to Have Skills
• Experience with Quartz or similar front-office risk and analytics platforms.
• Experience in Capital Markets, Fixed Income Trading, or Financing businesses.
• Knowledge of risk attribution, explainability, and quantitative analytics frameworks.
• Exposure to enterprise risk platforms and front-office technology environments.

• Enhance and support a Fixed Income and Financing Risk Platform focused on Repo business and risk analytics.
• Investigate unexplained risk, valuation, and exposure movements across trading and risk systems.
• Perform reconciliation between risk systems, trading platforms, and finance calculations.
• Conduct root cause analysis of incorrect or unexpected risk and valuation results.
• Analyze the impact of market data changes, yield curve movements, trade amendments, and booking issues on risk calculations.
• Work closely with traders, desk quants, risk managers, and finance teams to explain and resolve risk-related issues.
• Develop and enhance risk analytics, attribution, and explainability capabilities.
• Validate and challenge risk and valuation calculations to ensure analytical accuracy.
• Debug complex calculation issues across multiple systems and data sources.
• Design and implement analytical solutions using quantitative and risk domain expertise.
• Support production issues, troubleshooting, testing, and continuous platform improvements.

• Discretionary Annual Incentive.
• Comprehensive Medical Coverage:
  Medical & Health, Dental & Vision, Disability Planning & Insurance, Pet Insurance Plans.
• Family Support:
  Maternal & Parental Leaves.
• Insurance Options:
  Auto & Home Insurance, Identity Theft Protection.
• Convenience & Professio nal Growth:
  Commuter Benefits & Certification & Training Reimbursement.
• Time Off:
  Vacation, Time Off, Sick Leave & Holidays.
• Legal & Financial Assistance:
  Legal Assistance, 401K Plan, Performance Bonus, College Fund, Student Loan Refinancing.

Salary Range: $100,000 - $125,000 a year

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