Senior Quantitative Researcher – Risk System Lead jobs in United States
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Bracebridge Capital, LLC · 2 weeks ago

Senior Quantitative Researcher – Risk System Lead

positionBoston, MA
timeFull-time
remoteOnsite
senioritySenior Level
money$200K/yr - $300K/yr
date5+ years exp

Bracebridge Capital, LLC is a leading alternative asset manager focused on global fixed income markets. They are seeking a Senior Quantitative Researcher – Risk System Lead to manage the development of their fixed-income pricing platform and oversee the daily risk process, collaborating with Portfolio Managers and Researchers.

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H1B Sponsor Likelynote

Responsibilities

Lead and manage the development/enhancement of the in-house fixed income pricing platform used for portfolio and risk management
Develop a comprehensive understanding of and own the daily scenario-based Risk System production process, including model development, data pipelines, database structure, C++ analytics, and report generation
Identify and explain sources of large daily sensitivity and scenario PL changes and discrepancies
Build accountability-based business process to monitor daily Risk System runs, utilizing Researchers and Quantitative Developers
Pinpoint issues with data and/or analytics and direct junior members of the group to resolve them
Implement and manage the changes and enhancements to the models, scenario definitions and other parts of the risk system to incorporate new state variables and risk factors
Collaborate with Portfolio Managers on pricing and scenario analysis for rates, credit, and ABS positions

Qualification

C++ programmingFixed-income pricing modelsRisk system architectureSensitivity analysisStress testingP&L attributionEffective communicationIndependent workCollaborative environment

Required

MS or more advanced degree in Computational Finance/Financial Mathematics/Financial Engineering
Minimum 5 years of professional experience implementing fixed-income pricing models for products in rates, credit, correlation and ABS space
Substantial experience with C++ programming, including responsibility for production and maintenance of fixed-income analytics libraries
Proven track record in risk system architecture and scenario-based portfolio analytics
Solid understanding of risk management concepts, including sensitivity analysis, stress testing, and P&L attribution
Demonstrated ability to communicate effectively with portfolio managers, traders, and quantitative teams
Proven ability to work independently and deliver results in a fast-paced, collaborative research environment

Preferred

Familiarity with complex fixed-income instruments and valuation approaches, including loan portfolio pricing models

Company

Bracebridge Capital, LLC

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Bracebridge Capital, LLC is a leading alternative asset manager with approximately $12 billion of net assets under management.
dateFounded in 1994
location
Boston, Massachusetts, USA
people-size51-200 employees
web-link
http://www.bracebridgecapital.com/

H1B Sponsorship

Bracebridge Capital, LLC has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (8)
2024 (9)
2023 (13)
2022 (7)
2021 (11)
2020 (12)

Funding

Current Stage
Growth Stage

Leadership Team

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Charlotte Hamill
Partner
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