Overseas Contractor

Overseas Contractor

Debe estar BASADO EN NY<

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RATE MAXIMO 190 h<

Proven experience in pricing and risk modeling for fixed income trading products with a focus on leveraged loans<

Strong understanding of model theory calibration techniques and dynamics of onefactor interest rate models including the HullWhite model<

Advanced Python programming skills with handson experience in testing financial models<

Experience with Numerix or comparable vendorbased modeling systems<

Proficient in designing and validating Profit and Loss PnL attribution frameworks<

Deep knowledge of market risk concepts and regulatory standards including Value at Risk VaR using historical simulation model sensitivity analysis Greeks and model validation practices aligned with SR 117 guidelines<

Demonstrated expertise in model development documentation and implementation guides<

Excellent communication skills both verbal and written<

Collaborative Team player with a proven track record of taking initiative and delivering results<

Excellent skills with Excel Word and PowerPoint are mandatory<

Advanced degree Masters or PhD in a quantitative discipline such as Finance Engineering Physics Mathematics Statistics Computer Science or Quantitative Finance with a strong background in modeling<

Minimum of 710 years of experience in developing andor validating trading book market risk models within the financial services industry

New York - New York - USA7 - 10 Years10R19-Aug-2025NACTIVE1398527

Mandatory Skills : Trade Finance,Treasury services (ALM, FX, Liquidity/cash management/VAM),Data Analysis