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
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