Senior Manager Quantitative Strategist - Fixed Income
Taurus Search, new york, ny, United States
Responsibilities
- Spearhead the end-to-end delivery of a bond analytics library, applying deep product knowledge in fixed income asset classes.
- Lead the development, validation, and production deployment of models supporting pricing and market risk management.
- Design and maintain robust, scalable quantitative libraries for production use, ensuring performance and resilience.
- Partner closely with fixed income traders, market risk management and technology to ensure analytics solutions meet business requirements.
- Build, mentor, and develop high-performing quantitative talent, promoting a culture of technical excellence and innovation.
Requirements
- 10+ years of experience in a Quantitative Strategist role with a focus on pricing and market risk models.
- Proven track record of building and leading teams and delivering complex, enterprise-scale initiatives.
- Outstanding knowledge of fixed income pricing and market risk concepts.
- Strong interpersonal skills with ability to hold high profile conversations with trading desks and market risk teams.
- Advanced Python skills with strong quantitative and statistical modelling capabilities.