Quantitative Analyst

Stradit LLC; Jersey City, Northern (NJ, KY); On-site; USD 150,000 - 230,000; Full time

Job summary

Stradit LLC in Jersey City, NJ, is seeking a senior quantitative analyst to maintain and enhance in-house fixed income risk models and to produce performance metrics and reports for internal users and external supervisors.

The ideal candidate has 5+ years in quantitative modeling with at least 3 years in fixed income or market risk, strong programming skills (Python, C++, Java), knowledge of treasury securities and VaR, and a Master’s degree in a quantitative field.

Qualifications

• 5+ years in quantitative modeling with 3+ years in fixed income or market risk.
• Master’s degree or higher in a quantitative field.
• Proficient in Python; experience with C++/Java and SQL is a plus.

Responsibilities

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

Skills

Fixed income modeling

Quantitative analysis

Programming: Python

Programming: C++/Java

SQL

Treasury/MBS pricing

VaR modeling

Analytical thinking

Written and oral communication

Education

Master’s degree in a quantitative field

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