Senior Manager – Loan Trading Market Risk Model

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Onsite – New York City

Are you an expert in market risk modeling with a strong quantitative background? We’re looking for a Senior Manager to join our team in NYC and contribute to the development and validation of pricing and risk models for fixed income trading products—particularly leveraged loans.

Key Responsibilities & Skills:

• Must be based in New York.
• Proven experience with pricing and risk modeling for fixed income products (focus on leveraged loans).
• Strong grasp of model theory, calibration, and one-factor interest rate models (e.g., Hull-White).
• Advanced Python skills and hands-on testing of financial models.
• Experience with Numerix or similar modeling platforms.
• Design and validation of PnL attribution frameworks.
• Deep understanding of market risk concepts and regulatory frameworks (VaR, Greeks, SR 11-7).
• Skilled in preparing documentation and implementation guides.
• Excellent communication and collaboration skills.
• Proficiency in Excel, Word, and Power Point is essential.
• Advanced degree (Master’s or Ph.D.) in a quantitative field.
• 7–10 years of relevant experience in model development or validation in financial services.

If you're passionate about quantitative finance and ready to make an impact in a fast-paced environment, we’d love to hear from you.

Apply now or reach out for more details!

• Seniority level
  
  Mid-Senior level

• Employment type
  
  Full-time

• Job function
  
  Information Technology
• Industries
  
  IT Services and IT Consulting

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