Our client, a major bank in New York City, is looking for hands-on Fixed Income Analytics & Support Engineer.

This is hybrid role, 2/3 day per week on-site.
6 months initial contract with possible extensions or option to hire.

** Must be authorized to work for ANY employer in US - NO H1 Visa support for this role

Rate: $90-105 on W2, possible C2C as well.

FI Analytics and Support Engineer

5 Years of hands-on development experienced in quantitative finance, especially in Fixed Income products.

5 Years in market risk measures such as VaR and stress testing scenarios across traded products. Must be proficient.

5 years of experience with sensitivities calculation and position valuation for fixed income products.

7 years of programming skills in Python, SQL, and SSIS is required.

2 years of experience with batch processing, and incident root cause analysis is necessary.

1 years of experience with structured products, and using PolyPaths and Bloomberg Analytics is desired.