Associate, Quant Risk

This role will focus on the development and enhancement of risk models and analytics across fixed income products. The position involves building and refining quantitative frameworks, working extensively with large datasets, and partnering closely with risk and technology teams to improve model performance and infrastructure. The hire will play a key role in designing tools and analytics to better measure and understand market risk, while contributing to ongoing model and system enhancements. The ideal candidate will have 4-8 years of experience in a quantitative risk or front-office-aligned modeling role, with a strong focus on fixed income and risk model development. Candidates should have advanced programming skills, particularly in Python and SQL, and a solid foundation in building and implementing quantitative analytics. Responsibilities: Design and enhance quantitative risk models and analytics for fixed income products. Develop and maintain scalable tools and frameworks using Python and SQL to support risk measurement and reporting. Collaborate with risk, technology, and front-office teams to improve model performance and integrate new methodologies. Analyze large datasets to produce actionable insights and drive improvements in risk infrastructure and processes. Qualifications: 4-8 years of experience in quantitative risk or model development, with a focus on fixed income. Strong programming skills in Python and SQL, with hands-on experience building risk or pricing models. Proven experience working with market risk and fixed income models. Excellent analytical and problem-solving abilities, with the capacity to operate in a fast-paced, technical environment. #J-18808-Ljbffr Selby Jennings