Quantitative Risk Engineer

Must-Have Technical/Functional Skills

• 10+ years of experience in Quantitative Development, Risk Analytics, Front Office Risk Technology, or Capital Markets Risk Platforms
• Strong knowledge of Fixed Income products, including:
  • Repo / Reverse Repo
  • Government Bonds
  • Corporate Bonds
  • Interest Rate Derivatives
  • Total Return Swaps (TRS)
• Strong understanding of:
  • Risk calculations and exposure measurement
  • Bond pricing and yield curve analytics
  • Interest rate sensitivity (DV01/PV01)
  • Funding and financing risk
  • Scenario analysis and stress testing
• Advanced Python development skills with expertise in:
  • Python
  • Pandas
  • NumPy
  • Data analysis and numerical modeling
• Strong analytical, troubleshooting, and root cause analysis skills
• Experience investigating risk, valuation, and exposure discrepancies
• Ability to reconcile outputs across risk systems, trading platforms, and finance calculations
• Strong understanding of market data, curves, trade lifecycle events, and their impact on risk calculations
• Experience working directly with traders, desk quants, risk managers, and finance users
• Excellent communication and stakeholder management skills

Good to Have Skills

• Experience with Quartz or similar front-office risk and analytics platforms
• Experience in Capital Markets, Fixed Income Trading, or Financing businesses
• Knowledge of risk attribution, explainability, and quantitative analytics frameworks
• Exposure to enterprise risk platforms and front-office technology environments

Roles & Responsibilities

• Enhance and support a Fixed Income and Financing Risk Platform focused on Repo business and risk analytics
• Investigate unexplained risk, valuation, and exposure movements across trading and risk systems
• Perform reconciliation between risk systems, trading platforms, and finance calculations
• Conduct root cause analysis of incorrect or unexpected risk and valuation results
• Analyze the impact of market data changes, yield curve movements, trade amendments, and booking issues on risk calculations
• Work closely with traders, desk quants, risk managers, and finance teams to explain and resolve risk-related issues
• Develop and enhance risk analytics, attribution, and explainability capabilities
• Validate and challenge risk and valuation calculations to ensure analytical accuracy
• Debug complex calculation issues across multiple systems and data sources
• Design and implement analytical solutions using quantitative and risk domain expertise
• Support production issues, troubleshooting, testing, and continuous platform improvements

Benefits

• Discretionary Annual Incentive
• Comprehensive Medical Coverage: Medical & Health, Dental & Vision, Disability Planning & Insurance, Pet Insurance Plans
• Family Support: Maternal & Parental Leaves
• Insurance Options: Auto & Home Insurance, Identity Theft Protection
• Convenience & Professional Growth: Commuter Benefits & Certification & Training Reimbursement
• Time Off: Vacation, Time Off, Sick Leave & Holidays
• Legal & Financial Assistance: Legal Assistance, 401K Plan, Performance Bonus, College Fund, Student Loan Refinancing

Pay

$100,000 - $125,000 a year

Qualifications

BACHELOR OF COMPUTER SCIENCE

This response is AI-generated, for reference only.