Title Quantitative Analyst
Location: Jersey City, NJ
HYBRID 3x A WEEK
FCC – products are fixed income and TBA – program support for risk market and some of the mortgage backed securities
Fixed income product knowledge is nice to have (bond marker knowledge, etc)
Python and SQL is MUST
Masters is a MUST
Equity Market is fine as well
Quality developer and modeler
Team build the model for fixed income products – 2 categories of model (wire modeling and stress testing)
Many models for this – assist with small tasks
Team is understaffed and then on leave
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
Required Skills : 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