Senior Fixed Income Quant Analyst - Risk Modeling

Stradit LLC; Jersey City (NJ); On-site; USD 150,000 - 210,000; Full time

Job summary

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

You will independently format and validate analysis results, require a Master’s degree in a quantitative field, and demonstrate advanced programming skills (Python, C++, Java) with SQL familiarity a plus, along with strong communication abilities.

Qualifications

• 5+ years of working experience with 3+ years in quantitative models and 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 is 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.

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

Skills

Python

C++

Java

Education

Master’s degree

Job description

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

You will independently format and validate analysis results, require a Master’s degree in a quantitative field, and demonstrate advanced programming skills (Python, C++, Java) with SQL familiarity a plus, along with strong communication abilities.