{"schemaVersion":"jobsearcher.job.v1","id":"40976da3ce561aa9ef8afc64","url":"https://jobsearcher.com/jobs/40976da3ce561aa9ef8afc64","canonicalUrl":"https://jobsearcher.com/jobs/40976da3ce561aa9ef8afc64","title":"Quantitative Analyst","description":"Overview\nIn this role you will maintain and enhance in-house fixed income risk models and generate performance metrics for internal users and external supervisors. You will help ensure high-quality analysis and reporting, working closely with cross-functional teams within FICC and its Government Securities and Mortgage-Backed Securities divisions. This contract role offers exposure to real-time risk management in a large market infrastructure, with opportunities to influence model quality and communications. You will be able to contribute to trusted risk signals in US government debt markets and mortgage-backed securities operations.\n\nCompensation / Benefitshybrid work arrangement (3 days on-site)contract positionremote work portionopportunity to work within FICC divisionsexposure to government and mortgage-backed securities markets\nResponsibilitiesMaintain and enhance in-house fixed income risk modelsDesign and produce model performance metrics and reports for internal users and external supervisorsFormat and validate analysis results to ensure quality\nKey requirements5+ years of total working experience3+ years hands-on in quantitative models or research with fixed income or market risk focusFluent in a high-level programming language (Python, C++, Java)SQL familiarity is a plusKnowledge of treasury securities and/or mortgage-backed securities pricing and VaR modeling is a plusStrong analytical and problem-solving skillsExcellent written and oral communicationMaster’s degree or higher in a quantitative fieldstrong communicationanalytical mindsetproblem-solving abilityPythonC++Java","company":"Mindlance","rawCompany":"mindlance","city":"Brooklyn","state":"NY","isRemote":false,"isActive":false,"createdAt":"2026-09-15T03:54:23.393Z","occupations":[{"code":"13-2099.01","title":"Financial Quantitative Analysts","slug":"financial-quantitative-analysts"},{"code":"13-2051.00","title":"Financial and Investment Analysts","slug":"financial-and-investment-analysts"},{"code":"13-2054.00","title":"Financial Risk Specialists","slug":"financial-risk-specialists"}],"industries":[{"code":"523940","title":"Portfolio Management and Investment Advice","slug":"portfolio-management-and-investment-advice"},{"code":"523150","title":"Investment Banking and Securities Intermediation","slug":"investment-banking-and-securities-intermediation"},{"code":"522299","title":"International, Secondary Market, and All Other Nondepository Credit Intermediation","slug":"international-secondary-market-and-all-other-nondepository-credit-intermediation"}],"jobPosting":{"@context":"https://schema.org","@type":"JobPosting","title":"Quantitative Analyst","description":"Overview\nIn this role you will maintain and enhance in-house fixed income risk models and generate performance metrics for internal users and external supervisors. You will help ensure high-quality analysis and reporting, working closely with cross-functional teams within FICC and its Government Securities and Mortgage-Backed Securities divisions. This contract role offers exposure to real-time risk management in a large market infrastructure, with opportunities to influence model quality and communications. You will be able to contribute to trusted risk signals in US government debt markets and mortgage-backed securities operations.\n\nCompensation / Benefitshybrid work arrangement (3 days on-site)contract positionremote work portionopportunity to work within FICC divisionsexposure to government and mortgage-backed securities markets\nResponsibilitiesMaintain and enhance in-house fixed income risk modelsDesign and produce model performance metrics and reports for internal users and external supervisorsFormat and validate analysis results to ensure quality\nKey requirements5+ years of total working experience3+ years hands-on in quantitative models or research with fixed income or market risk focusFluent in a high-level programming language (Python, C++, Java)SQL familiarity is a plusKnowledge of treasury securities and/or mortgage-backed securities pricing and VaR modeling is a plusStrong analytical and problem-solving skillsExcellent written and oral communicationMaster’s degree or higher in a quantitative fieldstrong communicationanalytical mindsetproblem-solving abilityPythonC++Java","datePosted":"2026-09-15T03:54:23.393Z","dateModified":"2026-09-15T03:54:23.393Z","hiringOrganization":{"@type":"Organization","name":"Mindlance","sameAs":"https://jobsearcher.com"},"jobLocation":{"@type":"Place","address":{"@type":"PostalAddress","addressLocality":"Brooklyn","addressRegion":"NY","addressCountry":"US"}},"identifier":{"@type":"PropertyValue","name":"JobSearcher","value":"40976da3ce561aa9ef8afc64"},"url":"https://jobsearcher.com/jobs/40976da3ce561aa9ef8afc64"}}