Senior Fixed Income Quant - Risk Modeling & Analytics

Stradit LLC; Jersey City (NJ); 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

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.