Quantitative Risk Modeler: Fixed Income & Stress Testing

Apex Systems; Jersey City, Northern (NJ, KY); Híbrido; USD 96 000 - 131 000; Tempo integral

Resumo da oferta

Everforth Apex is seeking a Quantitative Analyst/Specialist in Jersey City, NJ for a contract position focusing on quantitative risk models for initial margin and stress testing of fixed-income products. You will design, prototype, validate, and deploy models while collaborating with cross-functional teams.

The role requires a Master's degree in a quantitative field and at least 5 years of relevant experience, with strong Python and SQL skills.

Qualificações

• Master's degree in a quantitative field is required.
• Minimum 5 years of experience in quantitative model development or financial engineering.

Responsabilidades

• Research, design, and develop quantitative risk models for initial margin and stress testing of fixed-income products.
• Develop high-quality research prototypes and robust model implementations for analysis, validation, and deployment.
• Support model validation, testing, deployment, and ongoing maintenance throughout the lifecycle.
• Collaborate with business, quantitative, and technology teams to deliver model enhancements and analytical solutions.

Conhecimentos

Python

SQL

Formação académica

Master's degree in quantitative discipline

Ferramentas

R

MATLAB

Descrição da oferta de emprego

Everforth Apex is seeking a Quantitative Analyst/Specialist in Jersey City, NJ for a contract position focusing on quantitative risk models for initial margin and stress testing of fixed-income products. You will design, prototype, validate, and deploy models while collaborating with cross-functional teams.

The role requires a Master's degree in a quantitative field and at least 5 years of relevant experience, with strong Python and SQL skills.