Senior Quantitative Analyst

VSG Recruitment is a full-service recruiting agency offering white-glove talent acquisition services to both start-ups and Fortune 500 companies. With our network of top tier talent talent and highly experienced recruiters, we're able to cost-effectively procure the perfect candidate for our clients.

Job Type: Full Time
Salary: Competitive With Full Benefits
Experience Required: 5+ Years
Skills Required: Quantitative Analyst, Fixed Income, Risk Modeling, Quantitative Risk Modeling, Data Analysis

With over 40 years of experience, our client is the premier post-trade market infrastructure for the global financial services industry. From their operating facilities and data centers around the world, they automate, centralize, and standardize the processing of financial transactions across the trade lifecycle, mitigate risk for thousands of institutions worldwide and protect the stability of the global financial system. They're also leaders in the digital transformation of post-trade processing, leveraging the latest fintech innovations to meet the evolving needs of our clients to reduce costs and enhance efficiencies.

The candidate is primarily responsible for designing, developing, testing, and maintaining margin models and stress test models or tools for fixed income securities.

Business Unit: Global Chief Risk Office Our Risk Management teams work to protect the safety and soundness of our systems and are responsible for identifying, managing, measuring and mitigating a spectrum of key risk types including credit, market, liquidity, systemic, operational and technology in all existing and new products, activities, processes and systems.

What You'll Do

• Conduct quantitative analyses related to Fixed Income models and prepare reports of the analyses
• Assist in identifying Fixed Income risk model issues and providing solutions
• Construct and maintain risk models to support the Fixed Income business lines
• Participate in the full life cycle development of risk models
• Provide quantitative support to internal risk managers, external regulators, and clients
• Collaborate with cross-functional teams and provide quality control on model implementation

## Qualifications

• 5+ years of relevant quantitative risk modeling and/or data analysis experience is required
• Master’s degree in a quantitative discipline is required
• Experience using Python and SQL is required
• Working knowledge with risk models such as VaR, expected shortfall and Greeks and their implementations for fixed income products in a cross-asset classes setting
• Familiarity with fixed income asset classes
• Solid mathematical background, including areas such as probability theory, statistics
• Strong analytical and problem-solving skills
• Highly motivated, detail-oriented, who can take initiative and work both independently and proactively in a dynamic team environment
• Excellent communication skills.

## Additional Information

All your information will be kept confidential according to EEO guidelines.