Quantitative Analyst

StradIT; Jersey City (NJ); On-site; USD 120,000 - 180,000; Full time

Job summary

StradIT in New Jersey seeks a quantitative analyst to maintain and enhance in-house fixed income risk models, design performance metrics, and produce reports for internal users and external supervisors.

You will format and validate analysis results, apply strong programming skills (Python/C++/Java) and SQL familiarity, and collaborate across teams to ensure quality. A Master’s degree in a quantitative field is required.

Qualifications

• 5+ years of experience in quantitative models and research, with fixed income or market risk focus.
• 3+ years hands-on experience in quantitative modeling.
• Fluent in at least one programming language (Python, C++, Java); SQL familiarity a plus.
• Knowledge of treasury securities or mortgage-backed securities pricing and VaR modeling a big plus.
• Strong analytical and problem-solving skills.
• Excellent oral and written communication skills.

Responsibilities

• Maintain and enhance in-house fixed income risk models.
• Design and produce model performance metrics and reports for users and supervisors.
• Independently format and validate analysis results to ensure quality.

Skills

Programming languages

Analytical skills

Communication skills

Education

Master's degree in quantitative field

Tools

SQL familiarity

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