Senior Quantitative Analytics Lead
Location: Midtown NYC (Hybrid – 3 days onsite)
Duration: 6+ months, rolling contract
Pay Rate:
• W2: $875 – $1015
• C2C: $975 – $1140
REQUIRED SKILLS:
- Hands-on bond pricing
- Risk engine building
- Python
- Knowledge and experience with fixed income cash products
Position Overview
We are seeking a Senior Quantitative Analytics Lead with deep expertise in Fixed Income and advanced Python programming to join our team. In this high-impact role, you will lead the design, development, and deployment of a cutting-edge risk engine supporting risk management across all asset classes, with a core focus on Fixed Income cash products.
This is an exciting opportunity to contribute to a transformative project within a collaborative environment of top-tier professionals.
Key Responsibilities
• Own the development of a high-performance, scalable quantitative library for Fixed Income cash products, including:
• Investment-grade and high-yield corporate bonds
• Fixed income ETFs
• Sovereign and EM bonds
• Loans, distressed debt, cocos, preferred stocks, trade claims
• Bond futures and bond future options
• Power the firm’s next-generation market risk platform with capabilities for:
• Pricing
• Curve stripping
• Full-revaluation VaR
• Sensitivities and stress analysis
• Design and implement:
• Issuer-specific and sector curve cohort methodologies
• A risk factor mapping waterfall for issuer/proxy curve selection
• Ensure seamless integration of the risk engine with business needs and regulatory standards.
• Lead the full model development lifecycle, including:
• Design, coding (primarily in Python), testing, production release, validation, and performance tracking
• Provide analytical insights and lead testing during model release.
• Maintain and optimize Python-based quantitative libraries for production—ensuring accuracy, efficiency, and scalability.
• Mentor junior talent and promote a culture of technical excellence and continuous learning.
• Monitor market trends, new technologies, and evolving regulations to ensure Fixed Income risk models remain best-in-class.
Qualifications
• 10–15+ years of experience in quantitative financial modeling, data science, and software development.
• Strong leadership track record in delivering large-scale quantitative projects, especially within Fixed Income.
• Ability to scope and manage complex model builds and articulate trade-offs clearly.
• Deep knowledge of risk management frameworks and regulatory requirements.
• Advanced Python expertise for financial modeling, statistical analysis, and production-quality code.
• Proficiency in full-stack development.
• Detail-oriented with strong analytical and problem-solving skills.
• Excellent communication skills for working across technical and business teams.
• Advanced degree in Financial Engineering, Mathematics, Statistics, or a related field.
• Experience with AWS is a plus.
Why Join Us
• Lead a key initiative that is transforming Fixed Income risk management.
• Use your Python and Fixed Income expertise to solve real-world, high-impact challenges.
• Thrive in a hybrid work model that values both collaboration and flexibility.
• Join a team of innovators, problem-solvers, and domain experts.
Job Types: Full-time, Contract
Pay: $875.00 - $1,140.00 per day
Benefits:
• Dental insurance
• Health insurance
• Vision insurance
Schedule:
• 8 hour shift
• Day shift
• Monday to Friday
Work Location: Hybrid remote in New York, NY 10022
