A financial services firm located in New York is seeking an experienced professional to engage in market risk stress testing and quantitative modeling within the fixed income sector. The ideal candidate will have over 5 years of experience in quantitative modeling and a strong understanding of pricing for financial derivatives. Responsibilities include statistical analysis, scenario design, and support for financial model development and integration.
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Senior Quantitative Strategy Lead — Fixed Income Risk in new york at Unknown Company
This position is listed as full time and onsite.