Associate Director of Risk Management

In This Role You Will:

• Develop fixed income models and performance monitoring
• Program (SQL, Python)
• Be an SME in fixed income risk models and methodology
• Conduct Quant Research in support of fixed income model development

The Ideal Candidate Will Bring:

• MINIMUM5years' experience developing fixed income risk models
  • Treasury, Agency, MBS (asset class coverage specific)
• Master's degree in aQuant discipline
  • Ph.D is preferred
• Strong written and verbal communication skills
• 5 years' experience developing fixed income risk models using Python