What are the responsibilities and job description for the Senior Quantitative Analyst position at Intellisoft Technologies?
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
