Quantitative Analyst

7 days ago

Jersey City, New Jersey, United States StradIT Full-time
Description

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



Requirements

Qualifications:

•5+ years of working experience and must have 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