Quantitative Analyst

Overview In 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. Compensation / Benefitshybrid work arrangement (3 days on-site)contract positionremote work portionopportunity to work within FICC divisionsexposure to government and mortgage-backed securities markets ResponsibilitiesMaintain 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 Key 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