<p>JobID: 210667441</p> <p>Category: Associates</p> <p>JobSchedule: Full time</p> <p>Posted Date: 2025-12-12T20:23:55+00:00</p> <p>JobShift:</p> <p>Base Pay/Salary: New York,NY $135,000.00-$200,000.00</p> <p>As a Quantitative Research Analyst - Associate supporting the Rates Fixed Income Financing desk, you will be immersed in a dynamic working environment, supporting trading activity, pricing, risk-management on a diverse portfolio of complex and hybrid fixed income financing products.</p> <p>In additional to model development and implementation, we expect you to share in a balanced mixture of responsibilities, including support for and discussion with traders, model testing and documentation, model deployment, pricing and risk investigation, product-specific analysis, software and trading tool development.</p> <p>Job Responsibilities</p> <ul> <li>Develop Data Analytics, Artificial Intelligence and Machine Learning models, approaches and techniques for fixed income finance trading. </li><li>Deliver analytics for historical back-testing and conducat research on market behaviors through statistical analysis. </li><li>Provide on-site support to traders, control functions and other relevant teams: explain model behaviors and Profit and Loss (pnl)-prediction at request; conduct quick diagnosis on any reported model issue; identify major sources of risks in portfolio; carry out scenario analysis; facilitate new business/product structures, etc. </li><li>Implement and maintain C++/Python analytics library; write well-formulated documents on testing and validation of models for internal and regulatory reviews/approval. </li><li>Develop and maintain arbitrage-free financial models based on stochastic processes for pricing and risk management of interest rate derivatives. </li></ul> <p>Required Qualifications, Capabilities and Skills</p> <ul> <li>Advanced degree (PhD, Master or equivalent) in Mathematics, Math Finance, Physics, Engineering or other quantitative fields. </li><li>Good understanding on advanced mathematical topics, e.g. statistics, linear algebra, numerical analysis, probability theory, stochastic calculus, partial differential equations etc. </li><li>Strong engineering/scientific programming skills in C++/Python. </li><li>Strong analytical and problem solving abilities. </li><li>Strong communication skills, both oral and written. </li></ul> <p>Preferred Qualifications, Capabilities and Skills</p> <ul> <li>Knowledge or experience on interest rate modelling is a plus but not strictly required. </li></ul>