Fixed Income Risk Modeling Expert

Financial Services Career OpportunitySoftware Guidance and Assistance, Inc. (SGA) is recruiting for a Fixed Income Risk Expert to work on a contract assignment with one of our prominent financial services clients in New Jersey.Job Summary:We are seeking an experienced professional to maintain and enhance in-house fixed income risk models. The ideal candidate...

A leading Public utility Industry seeks a skilled Quantitative Analyst. This is a contract opportunity with long-term potential and is located in Jersey City, NJ (Hybrid).Job Summary:This role involves maintaining and enhancing in-house fixed income risk models, designing and producing model performance metrics and reports, and independently formatting and...

Job Title: Senior Quantitative DeveloperJob Description:The Government Securities Division (GSD) of the Fixed Income Clearing Corporation (FICC) is seeking a skilled Senior Quantitative Developer to join our team. As a key member of our risk management group, you will be responsible for maintaining and enhancing in-house fixed income risk models.In this...

About the RoleWe are looking for an experienced Valuation Expert to lead our fixed income derivative pricing function. As a key member of our team, you will be responsible for performing independent price verification processes, implementing new processes, and re-engineering current ones. You will also propose innovative enhancements to valuation...

Job OverviewWe are seeking a highly skilled Quantitative Risk Modelling Expert to join our team at Edwards Talent Solutions.About the RoleThe successful candidate will play a pivotal role in shaping our risk management framework by developing and prototyping advanced risk models for newly issued ETFs, ensuring robust and reliable risk assessment.Key...

Job DescriptionWe are an equal opportunity employer committed to diversity and inclusion, seeking a talented Financial Markets Expert to lead our risk management initiatives. As a key member of our team, you will develop and implement innovative solutions to drive growth and innovation in the financial markets.About the JobDrive growth and innovation in the...

About the RoleThe Quantitative Risk Director will be responsible for leading the development and support of fixed income risk models and methodologies at DTCC. This role involves conducting quantitative research and analysis related to fixed income model development, maintenance, and performance monitoring.Responsibilities:Develop and maintain fixed income...

Job OverviewWe are seeking a highly skilled Quantitative Risk Director to lead our Quantitative Risk Management Team (QRM). The successful candidate will be responsible for developing and supporting models and methodologies for quantifying risk within DTCC.Key Responsibilities:Lead the development and support of fixed income risk models and...

Job OverviewJefferies LLC is seeking a highly skilled Quantitative Equity Risk Modeler to join our team in Jersey City, NJ. As a key member of our risk management group, you will be responsible for developing, testing, and maintaining equity risk models that measure risks from market movements of the company's trading and holdings.The ideal candidate will...

Job DescriptionWe are seeking an experienced Equity and Fixed Income Support professional to join our team at SF Staffing Solutions. In this role, you will play a critical part in our Securities Operations group, ensuring the efficient processing and control of Equity & Fixed Income Products.">About the RoleYou will work closely with the New York Client...

Job Summary">We are seeking a highly skilled and experienced professional to join our US Fixed Income Operations team as a Senior VP. As a key member of our team, you will be responsible for managing the day-to-day workflow, including clearance and funding of Fixed Income securities in both DTC/Fed depositories. Your primary focus will be on developing,...

Contract Opportunity in New JerseySoftware Guidance and Assistance, Inc. (SGA) is seeking a Quantitative Modeling Specialist for a contract assignment with one of our premier financial services clients in New Jersey.Responsibilities:Maintain and enhance in-house fixed income risk models.Design and produce model performance metrics and reports to support...

Risk Modeling Expert WantedMy3Tech seeks a highly skilled Risk Modeling Specialist to develop and implement advanced risk models for our clients.Job Overview:This position requires a strong background in financial market risk management and quantitative modeling.Responsibilities:Design and deploy risk models for various asset classes.Enhance the Hybrid VaR...

Job OverviewThe Ashton Lane Group, Inc. is seeking a highly skilled Senior Financial Analyst to join their team as a Fixed Income Derivative Pricing Manager.This role will involve leading the pricing and valuation of complex financial instruments, including derivatives, swaptions, CDS, Repos, Loans, Interest Rate and Currency Swaps, Bond options, and...

Financial Risk Modeling OpportunityWe are searching for a talented Senior Financial Risk Modeler to join our team at My3Tech in Jersey City, NJ.Job Summary:This role involves designing, implementing, and maintaining advanced risk models for our clients.Key Tasks:Research and develop risk models for various assets.Expand the Hybrid VaR methodology for more...

Job Overview">The Market Risk Expert will be responsible for developing and implementing risk management strategies to mitigate potential losses in various financial instruments.">Key Responsibilities">- Analyze and evaluate market risk using advanced statistical models">- Develop and maintain risk management reports and dashboards">- Collaborate with...

Saxon Global is a leading organization in the financial industry, committed to delivering exceptional services and solutions. As a Senior Quantitative Analyst on our team, you will play a crucial role in shaping our risk management strategies.Job SummaryWe are seeking an experienced Senior Quantitative Analyst to join our Quantitative Risk Management group....

Job DescriptionAbout Synergistic Systems IncSynergistic Systems Inc is a leading financial services organization seeking a skilled Quantitative Developer for a minimum 6 month hybrid contract position.This role requires a 3-day on-site commitment in Jersey City, NJ. Our team collaborates with Market Risk and Risk Technology teams to specify and communicate...

Job DescriptionWe are seeking a skilled Quantitative Developer to join our team at ZAR IT Solutions in Jersey City, NJ. This is a 1-year contract plus opportunity with a competitive W2 pay rate of $100/hr.About the role:Implement risk models for fixed income products and assist in research and development of new quantitative methodologies.Collect and...

Job Summary:Shya Workforce Solutions is seeking an experienced Quantitative Developer to lead our risk management efforts. In this role, you will be responsible for developing and implementing advanced risk models, collaborating with cross-functional teams, and driving business growth through data-driven insights.Main Responsibilities:Design and deploy risk...