A leading financial institution, with a key role in the financial services industry, is building out their Fixed Income Risk team and is looking for an experienced quantitative risk professional to join their team! This team is responsible for identifying, managing, measuring and mitigating risk within fixed income securities. In this role, you will be responsible for the design, development, testing and maintenance of margin and stress test models for fixed income products. This is a stable, actively growing organization to be a part of that offers career longevity and an opportunity to work with some leading quants in the industry. Located in Dallas, TX this is an opportunity you do not want to miss out on.
What You Will Be doing:
- Conducting and providing quantitative analyses on Fixed Income models
- Preparing subsequent reports of your analyses and communicating findings to senior leaders
- Developing and maintaining risk models for the Fixed Income business lines
- Providing quantitative support to risk manager and external regulators and clients
- Working across the business lines, providing quality control on model implementation
What We Would Like from You:
- At least a Master's degree in a Quantitative Discipline
- 4-6 years of relevant industry experience working in a quantitative risk modeling and/or a data analytics role
- High level of knowledge of Fixed Income asset classes
- Prior experience and strength working in Python and SQL is needed
- Familiarity with risk models like VaR, Greeks, expected shortfall and their effects on fixed income products
