Quantitative Analyst

StradIT • Jersey City, NJ

22h

About The Position

This role involves maintaining and enhancing in-house fixed income risk models. The successful candidate will be responsible for designing and producing model performance metrics and reports to facilitate communication with internal users and external supervisors. A key aspect of the role is independently formatting and validating analysis results to ensure high 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.)
• Strong analytical and problem-solving skills
• Excellent communication skills, both oral and written

Nice To Haves

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

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