Senior Quantitative Researcher – Risk System Lead

Bracebridge Capital seeks a Senior Quantitative Researcher – Risk System Lead with substantial hands-on experience building fixed-income pricing and risk systems in C++. The role requires deep familiarity with rates, credit, correlation, and ABS modeling, as well as risk system architecture.

Requirements

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

Benefits

• Competitive salary
• Annual bonus