Temporary/CasualOther

Quantitative Analyst

StradITJersey City, New Jersey🇺🇸United States

Why this role stands out

This hybrid Quantitative Analyst role at StradIT offers a fantastic opportunity to deepen your expertise in fixed income risk modeling and contribute to vital internal and external reporting. If you have a strong quantitative background, experience with programming languages, and a passion for financial markets, you'll thrive in this position and can apply today to advance your career.

Quick overview

SeniorityMid Senior

Employment typeTemporary/Casual

Work modeHybrid

LocationJersey City, New Jersey, United States

SQLC++Fixed IncomeJavaPythonTreasury

Job 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

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