Quantitative Analyst Jersey City, NJ at Jobisite / America Jobs

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Quantitative Analyst Jersey City, NJ

at Jobisite in New Jersey

Quantitative Analyst Jersey City, NJ

Experience level: Mid-senior Experience required: 5 Years Education level: Bachelors degree Job function: Information Technology Industry: Financial Services Pay rate : View hourly payrate Total position: 1 Relocation assistance: No Visa sponsorship eligibility: No
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

Masters degree or above in a quantitative field of study

Who We Are:

The of the a subsidiary of provides real-time trade matching, clearing, risk management and netting for trades in US Government debt issues, including repurchase agreements or repos. Securities transactions processed by Government Securities Division include Treasury bills, bonds, notes, zero-coupon securities, government agency securities and inflation-indexed securities.

The 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 thus providing greater efficiency, transparency and risk mitigation to this specialized market.
Reference : Quantitative Analyst Jersey City, NJ jobs

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