Selby Jennings
This range is provided by Selby Jennings. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.
Overview
Vice President - Treasury and Market Risk Analytics: A leading Insurance Company is looking to hire a Core Analytics AVP to join its portfolio valuation and risk management group in New York. The team builds and maintains advanced risk systems on Beacon and AWS, supporting a wide range of fixed income assets. This role offers the opportunity to work closely with portfolio managers, asset management professionals, and quantitative researchers to enhance the accuracy and transparency of risk analytics. Base pay range
$135,000.00/yr - $175,000.00/yr Responsibilities
Improve and optimize the calculation of risk metrics for fixed income instruments, including corporate bonds, CMBS, RMBS, and structured credit. Support the portfolio and asset management teams in understanding and attributing daily changes in portfolio duration, yield, and other key metrics. Lead development projects from concept through research, coding, testing, and deployment into production. Build and maintain tools and analytics that enhance risk transparency and support investment decision-making. Contribute to the evolution of cloud-based infrastructure to ensure scalability, reliability, and performance. Qualifications
2-3 years of experience in a quantitative development role within financial services. Strong understanding of fixed income instruments and associated risk metrics. Familiarity with cloud platforms, particularly AWS. Strong communication skills and ability to collaborate with multiple teams across the business. Understanding of Python and familiarity with data analysis using the Python data analysis ecosystem (e.g., pandas, numpy, scipy). Note: This job description originates from Selby Jennings. Actual responsibilities and requirements may vary by assignment.
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Vice President - Treasury and Market Risk Analytics: A leading Insurance Company is looking to hire a Core Analytics AVP to join its portfolio valuation and risk management group in New York. The team builds and maintains advanced risk systems on Beacon and AWS, supporting a wide range of fixed income assets. This role offers the opportunity to work closely with portfolio managers, asset management professionals, and quantitative researchers to enhance the accuracy and transparency of risk analytics. Base pay range
$135,000.00/yr - $175,000.00/yr Responsibilities
Improve and optimize the calculation of risk metrics for fixed income instruments, including corporate bonds, CMBS, RMBS, and structured credit. Support the portfolio and asset management teams in understanding and attributing daily changes in portfolio duration, yield, and other key metrics. Lead development projects from concept through research, coding, testing, and deployment into production. Build and maintain tools and analytics that enhance risk transparency and support investment decision-making. Contribute to the evolution of cloud-based infrastructure to ensure scalability, reliability, and performance. Qualifications
2-3 years of experience in a quantitative development role within financial services. Strong understanding of fixed income instruments and associated risk metrics. Familiarity with cloud platforms, particularly AWS. Strong communication skills and ability to collaborate with multiple teams across the business. Understanding of Python and familiarity with data analysis using the Python data analysis ecosystem (e.g., pandas, numpy, scipy). Note: This job description originates from Selby Jennings. Actual responsibilities and requirements may vary by assignment.
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