Quantitative Analyst

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 #J-18808-Ljbffr