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Quantitative Developer

1 month ago

Jersey City, New Jersey, United States ZAR IT Solutions Full time
Job Summary

We are seeking a highly skilled Quantitative Developer to join our team in the Government Securities Division of the Fixed Income Clearing Corporation. The successful candidate will be responsible for maintaining and enhancing in-house fixed income risk models, designing and producing model performance metrics and reports, and independently formatting and validating analysis results.

Key Responsibilities
  • Maintain and enhance in-house fixed income risk models
  • Design and produce model performance metrics and reports
  • Independently format and validate analysis results
Qualifications
  • 5+ years of working experience and 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 is 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
About Us
  • 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
  • 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