Quantitative Analyst

Possible CTH- based on performance 2 rounds of Interviews- 2nd round in person 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 Job Type: Contract Experience: treasury securities: 5 years (Preferred) mortgage-backed securities pricing: 5 years (Preferred) VaR modeling: 5 years (Preferred) quantitative models: 9 years (Preferred) programming language (Python, C++, Java, etc.): 9 years (Preferred) SQL: 9 years (Preferred) Ability to Relocate: Jersey City, NJ 07302: Relocate before starting work (Required) Work Location: Hybrid remote in Jersey City, NJ 07302