Quantitative Analyst

StradIT • Jersey City, NJ

21h

About The Position

This role involves maintaining and enhancing in-house fixed income risk models, designing and producing model performance metrics and reports for internal and external stakeholders, and independently formatting and validating analysis results to ensure quality.

Requirements

• 5+ years of working experience
• 3+ years of hands-on experience in quantitative models, research, with deep understanding in fixed income and/or market risk
• Fluent in at least one high level programming language (Python, C++, Java, etc.)
• Familiarity with SQL is a plus
• Knowledge of treasury securities and/or mortgage-backed securities pricing and VaR modeling a big plus
• Strong analytical and problem-solving skills
• Excellent communication skills, both oral and written
• Master’s degree or above in a quantitative field of study

Nice To Haves

• Familiarity with SQL
• Knowledge of treasury securities and/or mortgage-backed securities pricing and VaR modeling

Responsibilities

• Maintain and enhance in-house fixed income risk models
• Design and produce model performance metrics and reports to support communications with both internal model users and external supervisors
• Independently format and validate analysis results to ensure quality

What This Job Offers

• Job Type: Full-time
• Career Level: Senior