What are the responsibilities and job description for the Quantitative Analyst position at Dale Workforce Solutions?
Description : 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
Who We Are :
The Government Securities Division (GSD) of the Fixed Income Clearing Corporation (FICC), a subsidiary of Client, provides real-time trade matching, clearing, risk management and netting for trades in US Government debt issues, including repurchase agreements or repos. Securities transactions processed by FICC's Government Securities Division include Treasury bills, bonds, notes, zero-coupon securities, government agency securities and inflation-indexed securities.
The Mortgage-Backed Securities Division (MBSD) of the Fixed Income Clearing Corporation (FICC) is the sole provider of automated post-trade comparison, netting, electronic pool notification, pool comparison, pool netting and pool settlement services to the mortgage-backed securities market thus providing greater efficiency, transparency and risk mitigation to this specialized market.
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