Broadgate
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Want to apply Read all the information about this position below, then hit the apply button. Get AI-powered advice on this job and more exclusive features. Direct message the job poster from Broadgate US Search Specialist | Expertise in Risk Management and Finance A leading global financial services institution is looking to hire a Quantitative Risk Associate Director to join its Dallas-based Risk Management group. This is a high-impact role focused on enhancing the firm’s fixed income risk models and supporting regulatory and internal decision-making through robust quantitative analysis. Ideal for a results-driven quantitative risk professional, this opportunity offers the chance to work on cutting-edge model development and contribute directly to the resilience and efficiency of critical financial infrastructure. Key Responsibilities Maintain and enhance fixed income risk models, focusing on Treasuries, MBS, and related asset classes. Develop tools and methodologies to support scenario analysis, model validation, and back-testing. Collaborate with internal users and external stakeholders by delivering model performance insights and documentation. Monitor and validate model inputs, performance metrics, and ensure data integrity across risk platforms. Support internal and regulatory audits by producing clear, defensible analytics and written justifications. Uphold risk controls by adhering to governance standards and best practices in model development. Ideal Candidate Profile Advanced degree (Master’s or PhD) in a quantitative field (e.g., Financial Engineering, Applied Math, Statistics). Minimum 5 years of hands-on experience in quantitative modeling within the financial industry. Strong coding skills in Python and SQL; experience developing model performance dashboards is a plus. Deep understanding of fixed income products and VaR methodologies; experience with Treasuries and MBS strongly preferred. Exceptional problem-solving and analytical thinking with a detail-oriented mindset. Strong written and verbal communication skills to explain technical concepts to non-technical stakeholders. Why Join? Join a firm at the core of the financial system, supporting global market infrastructure. Opportunity to work on mission-critical models that drive real-world impact. Competitive compensation, hybrid work flexibility, and robust benefits. Be part of a high-caliber team that values innovation, precision, and collaboration. This is a confidential search being conducted by an external recruitment partner.
To express interest or learn more, please apply directly or reach out for a discreet conversation. Seniority level
Seniority levelAssociate Employment type
Employment typeFull-time Job function
Job functionFinance IndustriesFinancial Services, Banking, and Investment Banking Referrals increase your chances of interviewing at Broadgate by 2x Sign in to set job alerts for “Risk Director” roles.Risk (Capital, Liquidity, and Market) | Analyst | DallasRisk (Capital, Liquidity, and Market) | Associate | DallasCredit Risk and Analysis | Analyst | DallasRisk, Operational Risk, Analyst - DallasCredit Analyst I (Full Time) - Dallas, Sterling PlazaCredit Risk and Analysis | Associate | DallasNon-Financial Risk Governance – Analyst (Dallas, TX)Investment Banking - Mid-Cap Investment Banking - AnalystRisk, Capital Risk, Vice President or Associate, DallasRisk, Operational Risk, Associate, DallasOperational Risk & Resilience | Analyst | Dallas We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.
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Want to apply Read all the information about this position below, then hit the apply button. Get AI-powered advice on this job and more exclusive features. Direct message the job poster from Broadgate US Search Specialist | Expertise in Risk Management and Finance A leading global financial services institution is looking to hire a Quantitative Risk Associate Director to join its Dallas-based Risk Management group. This is a high-impact role focused on enhancing the firm’s fixed income risk models and supporting regulatory and internal decision-making through robust quantitative analysis. Ideal for a results-driven quantitative risk professional, this opportunity offers the chance to work on cutting-edge model development and contribute directly to the resilience and efficiency of critical financial infrastructure. Key Responsibilities Maintain and enhance fixed income risk models, focusing on Treasuries, MBS, and related asset classes. Develop tools and methodologies to support scenario analysis, model validation, and back-testing. Collaborate with internal users and external stakeholders by delivering model performance insights and documentation. Monitor and validate model inputs, performance metrics, and ensure data integrity across risk platforms. Support internal and regulatory audits by producing clear, defensible analytics and written justifications. Uphold risk controls by adhering to governance standards and best practices in model development. Ideal Candidate Profile Advanced degree (Master’s or PhD) in a quantitative field (e.g., Financial Engineering, Applied Math, Statistics). Minimum 5 years of hands-on experience in quantitative modeling within the financial industry. Strong coding skills in Python and SQL; experience developing model performance dashboards is a plus. Deep understanding of fixed income products and VaR methodologies; experience with Treasuries and MBS strongly preferred. Exceptional problem-solving and analytical thinking with a detail-oriented mindset. Strong written and verbal communication skills to explain technical concepts to non-technical stakeholders. Why Join? Join a firm at the core of the financial system, supporting global market infrastructure. Opportunity to work on mission-critical models that drive real-world impact. Competitive compensation, hybrid work flexibility, and robust benefits. Be part of a high-caliber team that values innovation, precision, and collaboration. This is a confidential search being conducted by an external recruitment partner.
To express interest or learn more, please apply directly or reach out for a discreet conversation. Seniority level
Seniority levelAssociate Employment type
Employment typeFull-time Job function
Job functionFinance IndustriesFinancial Services, Banking, and Investment Banking Referrals increase your chances of interviewing at Broadgate by 2x Sign in to set job alerts for “Risk Director” roles.Risk (Capital, Liquidity, and Market) | Analyst | DallasRisk (Capital, Liquidity, and Market) | Associate | DallasCredit Risk and Analysis | Analyst | DallasRisk, Operational Risk, Analyst - DallasCredit Analyst I (Full Time) - Dallas, Sterling PlazaCredit Risk and Analysis | Associate | DallasNon-Financial Risk Governance – Analyst (Dallas, TX)Investment Banking - Mid-Cap Investment Banking - AnalystRisk, Capital Risk, Vice President or Associate, DallasRisk, Operational Risk, Associate, DallasOperational Risk & Resilience | Analyst | Dallas We’re unlocking community knowledge in a new way. Experts add insights directly into each article, started with the help of AI.
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