Quantitative Analyst

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