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
  
  

Skills: problem-solving skills,sql,securities,fixed income risk models,plus,communication skills,java,treasury securities,communication,fixed income,var modeling,treasury securities pricing,market risk,skills,communications,quantitative models,python,models,mortgage-backed securities pricing,fixed income and/or market risk,programming language,c ,risk,analytical skills