Senior Fixed Income Quant & Model Risk 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

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.