Fixed Income Quantitative Analyst Job at Harrington Starr (London)

Quantitative Research Analyst

Members of the Risk team are responsible for designing, implementing and monitor...

Location

India , Bangalore

Salary:

Not provided

Clear Street

Expiration Date

Until further notice

Requirements

At least 5 years of professional experience working in quantitative analytical roles, ideally in financial service markets
An advanced degree in quantitative finance, economics, statistics, applied mathematics, engineering or similar field
At least 3 years of professional experience and proficiency in scripting language, such as Python or R (at least one is required)
functional knowledge of SQL is beneficial
Outstanding quantitative skills
Some combination of Equities, Fixed Income, Swaps, Futures or Listed derivatives knowledge required
Demonstrated interest and knowledge of markets and ability to assess impact of macro trends on client portfolios
Excellent written, presentation and communication skills
Ability to balance multiple projects and deliverables simultaneously
Curiosity and strong problem-solving abilities

Job Responsibility

Perform complex risk analysis of multi-asset portfolios to assess market and liquidity risks
Become a SME in the start of day, intraday and end of day risk management platform and process
Validate and support daily risk management reports and margin calls
Explain margin methodologies and the risk management process on sales calls with prospective and existing clients
Work closely and effectively with Sales, Trading, Middle Office, Client Service, Compliance, Legal, Operations and Engineering teams on implementation and deployment of enhancements to margin methodology, process and policy as well as to enhance the existing risk management platforms and margin offering
Work in conjunction with Treasury team to access and monitor liquidity stresses
Collaborate with Quantitative teams in designing and implementing of stress based risk models
Analyze significant datasets, develop and leverage tools to automate workflows, synthesize reports to communicate with senior management, clients and regulator
Leverage information from a variety of sources, internal and external, to help shape future service offerings
Assist with training and knowledge transfer for other team members to help build a stronger group

Quantitative Analyst, Fixed Income

Quantitative Analyst, Fixed Income- New York, NY- Applying technqs from stochast...

Location

United States , New York

Salary:

200000.00 - 275000.00 USD / Year

The New York Times

Expiration Date

Until further notice

Requirements

Master's (U.S. or foreign equivalent) in Fin Engg, Stats, Math, Fin Math or a rel field
plus 1 yr of exp in the pos offered or as a Quant Analyst, Algo Developer or rel exp
Exp w/ fixed income derivatives & relevant modeling technqs using stochastic calc
Exp dvlping quant pricing models using data & stat analysis & ML
Exp working w/ fixed income fin products, inclding interest rate swaps, overnight index swaps, & futures
Exp programming in C++ & Python to support fixed income strats
Employer will accept any amt of prof exp w/ the req'd skills

Job Responsibility

Applying technqs from stochastic calc to implmnt models for pricing interest rate volatility, & all fixed income derivs
Prototyping & conducting rsrch into var strat compnts, writing code to prod rsrch & strat cmpnts & utilizing C++ & Python
Dvlping & testing quant models & predictive models to supp robust trading strats & refine existing sw & analytical tools
Modeling var instrmnts & mkt conventions in the fixed income pricing lib
Feeding data from var sources into the models to gen alpha signals
Performing Alpha rsrch to dev new & improve existing strats

Fulltime

New

Abs Structuring Analyst

This individual with quantitative background will be responsible for designing a...

Location

United States , Charlotte; New York

Salary:

75820.00 - 89200.00 USD / Year

U.S. Bank National Association

Expiration Date

February 28, 2026

Requirements

Bachelor’s degree in computer science, engineering, math, physics, statistics, or quantitative finance
Interest in fixed income and quantitative finance
Strong interpersonal skills and collaborative team player
Experience with object-oriented design and coding, class design, and architecture
Strong programming skills and a background in either: computer science, math, physics, statistics, or quantitative finance
Quantitative background, understanding of financial mathematics, and proficiency in financial modeling tools such as Excel, VBA, SQL, R Studio, Bloomberg, and/or INTEX
Prefer experience with SQL database design, query, and scripting
Good communication skills for client interactions and internal coordination
Knowledge of Asset-Backed Securities (ABS) and Collateralized Loan Obligations (CLOs) markets is highly beneficial
Ability to work in a fast-paced, dynamic environment, often under tight deadlines

Job Responsibility

Expand, develop, and maintain an in-house ABS and CLO cash flow model in Excel/VBA. Expand its asset classes capabilities and fixed-income analytics
Model and reverse-engineer structured-finance transactions, often while interacting with accounting firms or third-party issuers
Assist transaction managers in the securitization process of various assets and securities utilizing the internal structuring tools and INTEX software
Engage in market analysis, data aggregation, and creation of presentations for senior management, sales, and issuers
Prepare term sheets and ensure the deal structure aligns with the documentation (such as offering memorandums)
Execute tasks supporting the annual CCAR stress testing process
Work with other structurers on audit and internal risk group engagements

What we offer

Healthcare (medical, dental, vision)
Basic term and optional term life insurance
Short-term and long-term disability
Pregnancy disability and parental leave
401(k) and employer-funded retirement plan
Paid vacation (from two to five weeks depending on salary grade and tenure)
Up to 11 paid holiday opportunities
Adoption assistance
Sick and Safe Leave accruals of one hour for every 30 worked, up to 80 hours per calendar year unless otherwise provided by law

Fulltime

!

Trader, VP - Spread Products XVA Trading

Citigroup Global Markets Inc. seeks a Trader, VP-Spread Products XVA Trading for...

Location

United States , New York

Salary:

250000.00 USD / Year

Citi

Expiration Date

March 20, 2026

Requirements

Master’s degree, or foreign equivalent, in Financial Engineering, Quantitative Analytics, Engineering (any), or related field
3 years of experience as a Trader, Quantitative Analyst, Analyst, Associate or related position involving risk analysis and model development for global financial services institution
Knowledge of Fixed Income cash products and exotic derivatives
Financial mathematics and pricing methodologies
Monte Carlo Simulation, Scenario Analysis, Stochastic Processes
Market data analysis
Statistical, optimization, and regression techniques
Programming languages including Python, Excel, VBA
Object-oriented software design
Quality control framework implementation

Job Responsibility

Help managing the tasks involving X-Valuation Adjustment (XVA) for Citi’s Spread Products business, including new trade pricing and risk management of existing exposure
Develop, maintain, and enhance quantitative pricing and risk management tools used by the Spread Products XVA desk, by leveraging various interest rates and credit modelling techniques
Use quantitative models to calculate fair value XVAs of the portfolio and its associated risks to various market factors
Analyze XVA P&L to develop optimal hedging strategies and to manage risks from derivatives trading counterparties as well as from Special Purpose Vehicles that issue Structured Notes
Leverage Monte Carlo simulation methodology to model exposure profiles of derivatives under different market scenarios
Conduct scenario analysis and stress test portfolio to assess needs for additional protection against unexpected losses
Understand various regulatory requirements like Basel, SACCR, CCAR and evaluate capital usage for various trade structures
Liaise and coordinate with various stakeholders of Spread Products XVA desk in solving any pricing/risk issue that may arise in production
Collaborate with partners in Markets Quantitative Analysis, Market Risk, Technology, and Financial Control to assess validity of the modeling assumptions, ensure model’s compliance with applicable regulatory requirements, and for effective implementation of the models in XVA infrastructure
Leverage programming languages like Python, VBA and Object-Oriented Programming principles to develop desk tools to facilitate pricing and risk management of trades

What we offer

medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Fulltime

Associate Director - Index Calculation & Distribution, Fixed Income Indices

The team is primarily responsible for the daily calculation, validation and diss...

Location

United States , Dallas, TX

Salary:

93144.00 - 133455.00 USD / Year

myGwork - LGBTQ+ Business Community

Expiration Date

Until further notice

Requirements

Bachelor's degree or equivalent in Business, Mathematics, Economics, IT Finance disciplines
Minimum of 5 years of professional experience working in a financial services or analytics role, with a preference for experience working within the fixed income domain
In-depth understanding of financial markets, asset classes and company fundamentals
Candidates will have demonstrated experience in managing a team of analysts and a track record of motivating and developing team members effectively
Proficient in Microsoft products, particularly excel, with advanced analytical capabilities
Strong Analytical, quantitative and problem-solving skills
Must be able to demonstrate excellent analytical and quantitative capabilities to address complex, non-routine problems in a timely and insightful manner
Excellent written and verbal communication skills, with a demonstrated ability to convey complex information clearly and effectively

Job Responsibility

Lead a team of analysts responsible for the validation of inputs used for index calculation to ensure data integrity, including corporate action analysis, price validation and market data assessment
Perform quality assurance validations to ensure accuracy and integrity of the index values to be distributed to clients
Oversee and optimize daily operating processes for global indices, proactively investigating system alerts and coordinate with the technology team to resolve issues efficiently
Manage product delivery ensuring timely dissemination of intraday and end-of-day index data to clients and end users
Collaborate with the technology development team to drive automation and enhance our system capabilities
Cultivate and maintain key relationships with other groups within the department and across other departments, particularly Product Management, Client Coverage, Index Services and Technology Teams
Lead the integration of new products into the daily operations cycle
Lead and mentor a diverse team of analysts located across different geographical locations in the Americas, fostering a collaborative and high-performance work environment

What we offer

Health & Wellness: Health care coverage designed for the mind and body
Flexible Downtime: Generous time off helps keep you energized for your time on
Continuous Learning: Access a wealth of resources to grow your career and learn valuable new skills
Invest in Your Future: Secure your financial future through competitive pay, retirement planning, a continuing education program with a company-matched student loan contribution, and financial wellness programs
Family Friendly Perks: It's not just about you. S&P Global has perks for your partners and little ones, too, with some best-in class benefits for families
Beyond the Basics: From retail discounts to referral incentive awards-small perks can make a big difference

Credit Analyst Intern

As a Summer Analyst on Susquehanna's Credit Research team, you will be partnered...

Location

United States , Bala Cynwyd (Philadelphia Area), Pennsylvania

Salary:

Not provided

Susquehanna International Group

Expiration Date

Until further notice

Requirements

Intention to graduate with a bachelor’s or master’s degree and begin full time employment by August 2027
Strong written, analytical, and financial research skills
Ability to prioritize and complete multiple tasks in a fast paced, dynamic environment
Prior exposure to fundamental company research preferred
Demonstrated interest in the financial markets
Familiarity with a trading environment and derivative products preferred
Visa sponsorship for work authorization is not available for this position now or in the future

Job Responsibility

Assist in identifying investment opportunities in the credit and bond markets
Perform in-depth company analysis and provide opinions on how a company’s credit profile might change with new information
Collaborate with Credit, Equity, and Macro Analysts, and Fixed Income, ETF, and Derivatives Traders
Gain experience in the financial markets by tracking company news and events and assisting with valuation work

What we offer

Housing provided for duration of internship
Relaxed dress code
Fully stocked kitchens for breakfast, lunch, snacks, and beverages
A forty thousand square-foot state of the art fitness facility with brand-new equipment, multi-purpose courts, group exercise classes, and locker room spaces
Discounts for dining, entertainment, shopping, travel, and attractions
Social events including a poker tournament, dinners, and sporting events in Philadelphia
On-site Wellness Center
On-site services such as a mailroom, barber, dry cleaning, and car maintenance
Opportunities to give back to the community through Susquehanna sponsored events and donation drives

Fulltime

Balance Sheet Management Sr. Analyst

The Balance Sheet Management Sr. Analyst role involves applying in-depth discipl...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

6-8 years of relevant statistical modeling/econometrics experience in financial domain
PG/Masters/PhD in quantitative discipline such as Statistics, Economics, Mathematics, or related discipline is preferred
Certifications such as FRM, CFA is a plus
Experience in developing econometric models and deep understanding of statistical techniques such as Linear Regression, Logistic Regression, Time Series, Panel Regression, Error Correction Models, Seemingly Unrelated regression, Cointegration and Machine Learning Techniques
Working experience with Artificial Intelligence/Machine Learning techniques and packages (ChatGPT, Copilot)
Hands-on experience in programming and modeling using Python and related packages (GitHub, DataFlame) is must
Working knowledge of statistical packages like SAS/R is a plus
Experience with SQL and databases with working knowledge of Excel VBA
Domain knowledge and experience in PPNR, Fixed Income Securities, Mortgage Modeling, Deposit Modeling, Asset Liability Management, Interest Rate Risk, Capital Planning
Broad understanding of financial products, accounting principles, investment, accrual products and corporate finance concepts

Job Responsibility

End-to-end development and governance and support of models in treasury/IRRBB space
End-to-End model development including econometric forecasting models for key balance sheet and income statement line items for capital and business planning purposes
Reviewing and timely submission of model documentations such as Model development documentations, Annual Model Review, Ongoing Performance Assessment, Model Change Addendum, Limitation Record Change
Develop and maintain a comprehensive modeling system to ensure consistent approach to data quality
Present technical matters in a meaningful way to appropriate audiences, aligning with Model Risk Management practices
Build key relationships with finance and business teams while empowering team members with accountability and focus on partnerships
Create a culture of strict quality control of data integrity and modeling processes.

What we offer

Best-in-class benefits for employees such as well-being, living well, and saving well.

Fulltime

Balance Sheet Management Modeling – Sr. Analyst

The Balance Sheet Management Sr. Analyst is a seasoned professional role. The Sr...

Location

India , Mumbai

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

6-8 years of relevant statistical modeling /econometrics experience in financial domain
PG / Masters / PhD in quantitative discipline such as Statistics, Economics, Mathematics, or related discipline is preferred
Certifications such as FRM, CFA is a plus
Experience in developing econometric models and deep understanding of statistical techniques such as Linear Regression, Logistic Regression, Time Series, Panel Regression, Error Correction Models, Seemingly Unrelated regression and Cointegration and Machine Learning Techniques, etc.
Working experience with Artificial Intelligence/Machine Learning techniques and packages (ChatGPT, Copilot) etc.
Hands-on experience in programming and modeling using Python and related packages (GitHub, DataFlame) is must
Working knowledge of statistical packages like SAS/R is a plus
Experience with SQL and databases
Experience in excel VBA is plus
Domain knowledge and experience in PPNR, Fixed Income Securities, Mortgage Modeling, Deposit Modeling, Asset Liability Management, Interest Rate Risk, Capital Planning, etc.

Job Responsibility

End-to-end development and governance and support of models in treasury/IRRBB space
End-to-End model development includes econometric forecasting models for key Balance sheet and income statement line items for capital and business planning purposes
This includes the calculation of Net Interest Income (“NII”), Non-Interest Revenue (“NIR”), Interest Rate Exposure (“IRE”), Economic Value Sensitivity (“EVS”), and other associated interest rate risk metrics
Applies analytical thinking and knowledge of statistics / modeling / data analysis tools and methodologies
Gives attention to detail when making judgments and analytical recommendations based on the analysis of information
Typically deals with variable issues with potentially broader business impact
Applies professional judgment when interpreting data and results
Model governance and support includes reviewing and timely submission of model documentations such as - Model development document (MDDs), Annual Model Review (AMRs), Ongoing Performance Assessment (OPAs), Model Change Addendum (MCAs), Limitation Record Change (LRCs) to Model Risk Management and other stakeholders
Develop and maintain a comprehensive modeling system that maintains consistent approach to data quality and modeling methods, audit, back test, tracking, annual validation which is critical in reducing the model operating risk
Must be able to present technical matters in a way that is meaningful to the audience and align with Model Risk Management on modeling and validation practices and have periodic check-ins with them

Fulltime

Fixed Income Quantitative Analyst

Harrington Starr

Location:
United Kingdom , London

Category:
IT - Software Development

Contract Type:
Not provided

Salary:

Job Description:

Job Responsibility:

Requirements:

Nice to have:

Additional Information:

Job Posted:
February 21, 2026

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