Senior Fixed-Income Risk Quant & Model Analytics

Apex Systems; Jersey City (NJ); On-site; USD 130,000 - 190,000; Full time

Benefits offered by this job

ESPP

401K with company match

HSA (Health Savings Account)

EAP program

Training & certification program

Job summary

Apex Systems in Jersey City seeks a highly analytical Quantitative Analyst to support development, enhancement, and validation of fixed income risk models. You will work closely with stakeholders to ensure model accuracy, performance, and regulatory readiness while delivering high-quality analysis and reporting.

Ideal candidates have 5+ years of experience in quantitative modeling and a Master’s degree in a quantitative field, with strong programming skills in Python, C++, or Java and knowledge

Qualifications

• 5+ years of professional experience, including 3+ years of hands-on experience in quantitative modeling, research, or risk analytics.
• Strong understanding of fixed income products and market risk concepts.
• Proficiency in Python, C++, or Java.
• Master’s degree or higher in a quantitative discipline.
• Excellent analytical and quantitative research skills.
• Strong written and verbal communication skills.

Responsibilities

• Maintain, enhance, and optimize fixed income risk models.
• Design and produce model performance metrics, analytics, and reporting for internal stakeholders and regulatory audiences.
• Conduct quantitative research to support model development and validation efforts.
• Independently analyze, format, and validate results to ensure accuracy and quality.
• Monitor model performance and identify opportunities for enhancement.
• Support risk management initiatives through rigorous quantitative analysis and data-driven insights.
• Collaborate with cross-functional teams to communicate findings and model behavior effectively.

Skills

Python

C++

Java

Education

Master’s degree in quantitative field

Tools

SQL

Job description

Apex Systems in Jersey City seeks a highly analytical Quantitative Analyst to support development, enhancement, and validation of fixed income risk models. You will work closely with stakeholders to ensure model accuracy, performance, and regulatory readiness while delivering high-quality analysis and reporting.

Ideal candidates have 5+ years of experience in quantitative modeling and a Master’s degree in a quantitative field, with strong programming skills in Python, C++, or Java and knowledge