What are the responsibilities and job description for the Quantitative Analyst position at Intellisoft Technologies?
Job Details
Title Quantitative Analyst
Location: Jersey City, NJ
HYBRID 3x A WEEK
FCC products are fixed income and TBA program support for risk market and some of the mortgage backed securities
Fixed income product knowledge is nice to have (bond marker knowledge, etc)
Python and SQL is MUST
Masters is a MUST
Equity Market is fine as well
Quality developer and modeler
Team build the model for fixed income products - 2 categories of model (wire modeling and stress testing)
Many models for this assist with small tasks
Team is understaffed and then on leave
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
