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