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Senior Quantitative Developer

2 months ago

Jersey City, United States eTeam Full time
  • Title: Quantitative Analyst/Data Scientist
  • Location: Jersey only- hybrid 3 days a week
  • Possible CTH- based on performance
  • 2 rounds of Interviews- 2nd round in person
  • Fintech companies


Primary 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


Qualifications:

•5+ years of working experience and 3+ years of hands-on experience in quantitative models, and research, with a deep understanding of fixed income and 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 mortgage-backed securities pricing and VaR modelling 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


Who We Are:

• The Government Securities Division (GSD) of the Fixed Income Clearing Corporation (FICC) provides real-time trade matching, clearing, risk management and netting for trades in US Government debt issues, including repurchase agreements or repos. Securities transactions processed by FICC's Government Securities Division include Treasury bills, bonds, notes, zero-coupon securities, government agency securities and inflation-indexed securities.


• The Mortgage-Backed Securities Division (MBSD) of the Fixed Income Clearing Corporation (FICC) is the sole provider of automated post-trade comparison, netting, electronic pool notification, pool comparison, pool netting and pool settlement services to the mortgage-backed securities market thus providing greater efficiency, transparency and risk mitigation to this specialized market.