Senior Quant: Interest Rate Modeling & Risk Analytics
$155k - $285kBloomberg
A leading financial services company in New York is seeking a Senior Quantitative Analyst to join their Structured Products team. This role involves working with large datasets, conducting regression analysis, and developing analytic tools for US mortgage-backed securities. The ideal candidate has over 4 years of experience in quantitative analysis, a relevant bachelor's degree, and is proficient in SAS. The position offers a competitive salary range of $155,000 - $285,000 annually with comprehensive benefits. #J-18808-Ljbffr Bloomberg
$155k - $285k
Senior Quantitative Analyst - Interest Rate Modeling & Risk Analytics Location New York Business Area Engineering and CTO Ref # 10045538 Description... ...TeamWe are an enthusiastic, talented team of quants who work side by side with product managers,...SeniorRiskTemporary workFor contractorsWork experience placement- ...SIRRA team to analyze and manage interest rate risk across CCB balance sheet. You... ...principles to balance sheet analytics, synthesize insights, and present recommendations to senior stakeholders. Responsibilities include updating IRR models for deposits, cards, and mortgages...SeniorRisk
- Chase is seeking a Global Finance and Business Management Manager within the Structural Interest Rate Risk Analytics (SIRRA) team in CCB Treasury to analyze, improve, and manage interest rate risk across deposits, cards, mortgages, and lending portfolios. You will apply...SeniorRisk
- Chase is seeking a Global Finance and Business Management Manager within the Structural Interest Rate Risk Analytics (SIRRA) team to drive the interest rate framework across the Consumer and Community Banking balance sheet, including deposits, home lending, auto lending...SeniorRisk
- Join the Structural Interest Rate Risk Analytics (SIRRA) team within the Consumer and Community Banking... ...interest rate risk (IRR) and update modeling assumptions across deposits, credit cards... ...to deliver actionable insights for senior managementClearly communicate complex...SeniorRiskFull timeWork experience placement
- Join the Structural Interest Rate Risk Analytics (SIRRA) team within the Consumer and Community Banking... ...interest rate risk (IRR) and update modeling assumptions across deposits, credit cards... ...to deliver actionable insights for senior management Clearly communicate...SeniorRiskFull timeWork experience placement
- PNC is seeking a Senior Quantitative Analytics & Model Consultant within Market Risk Management. The role focuses on developing VaR and PFE models, with exposure to IRRBB, and ensuring sound risk measurement and regulatory compliance. Based across multiple in-location hubs...SeniorRisk
- ...Quant Model Risk Vice President Bring your expertise to JPMorganChase. As part of Risk Management... ...thorough reviews of complex credit, interest rate, and equity pricing models, including... ...and risk-neutral valuation. Strong analytical and problem-solving skills, with an...Risk
- ...Santander is seeking a Front Office Quantitative Analyst to join the New York Quant team. You will develop pricing, risk analytics, and market data infrastructure for linear interest rate and FX products across LATAM markets. You will collaborate with Trading, Sales...SeniorRisk
$250k - $275k
...NY, seeks a Vice President/Director for Interest Rate Derivatives Trading, responsible for delivering... ...'ll manage client relationships, offer risk management solutions, and lead trading... ...degree in a relevant field, and strong analytical skills. Compensation ranges from $250,00...SeniorRisk- M&T Bank is seeking a senior quantitative analyst to develop and maintain behavioral models for credit, interest rate, and liquidity risk management. You will analyze large loan, deposit and market data, run econometric analyses, and communicate results to Treasury and...SeniorRisk
- ...Quantitative Analyst for the Rates Options Desk in New York.... ...role requires expertise in Interest Rate Derivatives, working closely... ...including Trading and Risk Control. Your contributions... ...involve developing pricing models and enhancing analytics libraries, with a strong...Risk
- Wilmington Trust seeks a seasoned quantitative risk professional to develop, implement, and maintain econometric models for credit, interest rate, and liquidity risk. You will lead research, run regressions, and work with large datasets in SQL/Python to inform risk strategy...SeniorRisk
$150k - $200k
...Swaps team builds advanced models and systems that power trading in USD interest rate swaps. As a... ...hedging, execution, and risk management. Your work will... ...using KDB/q. - Strong analytical and problem-solving skills... ...candidate is a hands-on quant strategist who combines...RiskFull timeTemporary work- BMO Financial Group seeks an experienced model validation expert to lead validation... ..., and collaborate with trading desks on risk analytics. The role requires deep quantitative skills... ...validation strategies, and guiding junior quants while ensuring regulatory compliance and...SeniorRisk
$225k - $255k
...Office Quantitative Analytics (Latin America Rates & FX)Candidatar-selocations... ....If you are interested in exploring the possibilities... ...to join our New York Quant team supporting the... ...maintaining pricing, risk, and market analytics... ...Develop quantitative models and market data...RiskHourly payContract workWork experience placementLocal areaShift work- ...Software Engineer, (Senior Lead Securities Quantitative Analytics Specialist). The Front... ...advanced financial modeling capabilities—including interest rate modeling, mortgage... ...side institution or a quant solution... ...balanced with a strong risk mitigating and compliance...SeniorRiskFull timeWork experience placement
- ...and evaluating the company's risk management, governance and internal... ...your engineering, data analytics and data science skills to be... ...ResponsibilitiesProficiency in frameworks for auditing models, including criteria like... ...measurement of hallucination rates in LLMs, bias/fairness...SeniorRisk
$150k - $165k
...and insurance companies in managing interest rate, FX, and commodity risks, optimizing hedging strategies, and... ...strategy generation, pricing and analytics, trade execution, ongoing hedge portfolio... ..., etc. Provide ad-hoc support to senior members of the Risk Solutions group...SeniorRiskTemporary workWork at officeLocal areaRemote workFlexible hours- ...world is looking to hire senior Front Office C# Quant Devs to join a new Front Office... ...firm, providing live risk and P&L, pre-trade pricing... ...knowledge of standard pricing models, an excellent... ...classExperience working with interest rate curves, vol surfaces and other...SeniorRisk
- Quantitative Analyst - Rates Options Desk Quant (Vice President) Job... ...authority in Interest Rate Derivatives? Citi... ...Sales, Structuring, and Risk & Control Functions.... ...expertise to pricing model development within our... ...strategic Interest Rate analytics library. Team/Role Overview...RiskCasual workWork from home
- ...York seeks a seasoned Head of Capital Markets Risk and Quantitative Analytics to shape risk strategy, frameworks, and... ...activities. You will lead a skilled team, oversee models (VaR, ES) and quantify risks across interest rates, FX, and credit spreads, driving scalable analytics...Risk
$250k
...Vice President/Director, Interest Rate Derivatives Trading... ...delivering market insight, risk management and... ...relationships across businesses, senior leaders and clients to... ...coverage. Apply analytical skills and appropriate... ...required systems and models. Support change...RiskShift work- ...Group in New York is seeking an expert in investment risk metrics, credit risk analysis, and capital modeling. The role involves designing and implementing... ...advanced experience with Bloomberg and coding. A strong analytical background is essential for providing in-depth...SeniorRisk
$160k - $185k
...provide is in the best interests of our clients,... ...around the world.Senior Quantitative... ...Analyst, Quantitative & Risk AnalyticsOur Quantitative and Risk Analytics group is hiring a... ...applied financial modeling, data & model operations... ....Contribute to quant research projects,...SeniorRiskFull timeLocal area- ...expertise to JPMorganChase. As part of Risk Management and Compliance, you play a crucial... ...and striving to be best-in-class.As a Quant Model Risk Vice President in the Model Risk... ...modelling or model validation role.Strong analytical problem-solving skills and clear written...Risk
$104.3k - $172.2k
...$172,200Job Function: Risk ConsultingEmployer: EY... ...validation of financial models used for valuation of... ...instruments, advanced analytics, and risk management.... ...responsibilitiesAs a Senior in QTB, among other things... ..., credit and interest rates), risk management, model...SeniorRiskWork experience placementSummer holidayWork at officeFlexible hours- ...candidate will help to structure and model new Asset backed and Mortgage... ...assets and ongoing risk adjusted returns at the deal,... ...Structured Finance modeling and data analytics experience specifically with... ..., we operate in the best interests of our policy owners. To...SeniorRiskLocal area
$149.36k - $236.17k
...DBRS is seeking a senior CLO and structured... ...professional to lead ratings analysis for CLOs,... ...an emphasis on analytical leadership, client... ...counterparty and other risks related to US SC... .... Strong interest in credit funds, BDCs... ...complex formulas or models, pivot tables and...SeniorRiskTemporary workWork at officeFlexible hours$160k - $250k
...C++ Infrastructure for Quant Analytics Location New York... ...and is responsible for modeling market data, pricing, and risk calculations of financial... ...developer, with a strong interest in modern software development... ...derivatives, interest rates, or equity markets.We’d...RiskTemporary workFor contractorsWork experience placementRemote work
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