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Quantitative Risk Associate Director

Salary undisclosed

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Job Description

Job Description

Open to Dallas, Boston, Tampa, McLean, or Jersey City Offices.

Benefits:

  • Competitive compensation, including base pay and annual incentive
  • Comprehensive health and life insurance and well-being benefits, based on location
  • Pension / Retirement benefits
  • Paid Time Off and Personal/Family Care, and other leaves of absence when needed to support your physical, financial, and emotional well-being.
  • Flexible/hybrid model of 3 days onsite and 2 days remote (onsite Tuesdays, Wednesdays and a third day unique to each team or employee).
  • Key Responsibilities:

    We are seeking three experienced Quantitative Risk Associate Directors to join our team. These
    roles are critical in designing, developing, testing, maintaining, and enhancing our in-house fixed
    income risk models and tools. The successful candidates will perform complex analyses for risk
    management and regulatory requests.


    Key Responsibilities:
    - Design and develop sophisticated fixed income risk models and tools
    - Perform in-depth analyses for risk management and regulatory compliance
    - Maintain and enhance existing quantitative models
    - Collaborate with cross-functional teams to implement risk management strategies


    Requirements:
    - Master's degree in a quantitative discipline (e.g., Mathematics, Statistics, Physics,
    Engineering)
    - Minimum 5 years of experience in financial market risk management and quantitative modeling

    - Strong expertise in fixed income modeling, particularly with treasury or mortgage securities

    - Solid advanced mathematical and statistical knowledge
    - Proficiency in SQL
    - Fluency in at least one high-level programming language (Python, C++, Java, etc.)
    - Excellent communication skills, both oral and written

    -Must be authorized to work in the United States.

    • Salary as Per Location:
    • Dallas, TX - $150K - $160K Max //
    • Tampa, FL - $135K - $140K Max //
    • Jersey City, NJ; McLean, VA; Boston, MA - $165K - $180K Max
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