Quant Risk Analyst - STIR / FI


Financial Services


New York, New York

Employment Type



A multi-strategy Hedge Fund who is continuing to build out its Fixed Income strategy/platform. business is looking for high-performing quantitative Risk Analyst to join their World-Class  Risk & Quantitative Research team.    We are looking for a true problem solver who is expert in covering STIR/FI products--valuation, pricing, modeling. This position reports up into the group head but interacts daily with PMs, colleagues in Risk and Sr management.   This role will require the ideal hire to thoroughly study a our Client's Fixed Income & Macro portfolios--identifying the true drivers of performance & report/summarize the optimal risk approach, create an optimal risk management system & an understanding of the optimal portfolio construction for the Fund.

Job Description:

Compensation : $125000 - $200000
Job ID : 9029


  • Expertise in analyzing large structured & raw data--running simulations & back-testing strategies to refine to excellence
  • Work with PMs, colleagues, controllers & various stakeholders to ID best practices & methods for pricing various STIR products
  • Collaborate with the Data Sourcing team to ensure the required input data is accurately sourced
  • Work with developers (internal & external vendors) to build out curve models--developing the necessary infrastructure in order to implement the pricing methodologies
  • Introduce & evaluate new & current vendors to adapt, optimize & improve models supervising their development & testing
  • Provide leadership in improving VAR stress testing. Establish ideals around risk limits, liquidity & concentration


Job Requirements:


  • 3-7 years of experience sell-side STIR trading desk experience
  • Experience manipulating large data sets--synthesizing large data sets into trading stream
  • STEM background a must with Econometrics & Financial Engineering of interest
  • Expertise in Python, SQL, MATLAB, R programming
  • Willingness & adaptability to pitch in on ad hoc projects as needed with a highly proficient knack for problem solving
  • High-energy, good interpersonal skills fits for joining this highly proactive & disciplined team
  • Ability to build internal & external relationships leading with patience & professionalism
  • Ability to articulate complex ideas to internal clients including PMs & senior management
  • 24/5 global coverage with well-staffed team of peers
  • Full vaccination required at the back-to-office opportunity
Disclosure:  The hourly rates and/or salaries listed may or may not reflect total compensation packages including bonus and fringe benefits, etc., nor are the advertisement(s) posted a guarantee of a certain compensation package for a position or bona fide offer of employment.  All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, or protected veteran status and will not be discriminated against on the basis of disability.