Associate, Data
Core
Design, develop, and maintain quantitative libraries for risk, valuation, and stress testing across fixed income, derivatives, and structured credit asset classes.
Role type
Quantitative Analyst (Fixed Income & Structured Credit)
Builds
Quantitative tools, risk analytics models, and stress testing frameworks for portfolio management and risk management.
Domain
Fixed Income, Structured Credit, Derivatives, Asset Management
Deliverable
production ML models | product features
Required skills
Fixed Income Analytics, Credit Market Dynamics, Quantitative Credit Methodologies, Risk & Valuation Modeling, Stress Testing & Scenario Analysis, Python, SQL, Excel
Preferred skills
C/C++, Financial Engineering, Econometrics, Derivatives Pricing
Technologies
Python, R, SQL, Excel, C/C++
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