Bond Risk Analytics Lead - VP | Manhattan, NY, USA | Hybrid

A top global investment bank is looking to expand its market risk analytics team in New York and bring on an experienced Quantitative Risk professional to support fixed income and credit products. This group partners closely with trading and risk leadership and plays a critical role in how risk is measured, reported, and governed across the firm.

A top global investment bank is looking to expand its market risk analytics team in New York and bring on an experienced Quantitative Risk professional to support fixed income and credit products. This group partners closely with trading and risk leadership and plays a critical role in how risk is measured, reported, and governed across the firm.

This position focuses on building, maintaining, and enhancing core analytics used for bonds, structured products, and credit portfolios. The role sits close to the business and involves hands‑on quantitative work across valuation, sensitivities, stress scenarios, and broader risk metrics that support daily decision‑making and regulatory analysis.

The team is seeking someone with solid market risk experience who can take ownership of analytics in a complex trading environment, communicate clearly with senior stakeholders, and help evolve fixed income and credit risk frameworks as markets, products, and regulations continue to change.

Responsibilities:

• Build and enhance fixed income and credit risk analytics used for valuation, sensitivities, stress testing, and scenario analysis
• Support daily risk analysis and investigate portfolio, market, and model‑driven movements impacting risk metrics
• Develop and maintain production‑grade quantitative libraries in partnership with technology teams
• Work closely with traders, risk managers, and other stakeholders to ensure analytics are accurate, transparent, and well understood
• Contribute to ad hoc analysis and longer‑term initiatives tied to regulatory, capital, or framework enhancement efforts

Qualifications:

• 6+ years of experience in market risk, quantitative risk, or a similar analytics function within capital markets
• Strong fixed income background; quantitative candidates with experience in credit products or credit risk frameworks are strong fits
• Hands‑on experience working with risk models or analytics implemented in Python
• Strong analytical skills with the ability to work independently in a fast‑paced environment
• Confident communicator capable of explaining complex quantitative concepts to senior stakeholders