Quantitative Analyst
Stradit
Primary 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
Qualifications:
- 5+ years of working experience and must have 3+ years of hands-on experience in quantitative models, research, with deep understanding in fixed income and/or 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 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 of study
Vacancy posted 1 day ago
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