Senior Quantitative Analyst

Title Quantitative AnalystLocation: Jersey City, NJHYBRID 3x A WEEKFCC - products are fixed income and TBA - program support for risk market and some of the mortgage-backed securitiesFixed income product knowledge is nice to have (bond marker knowledge, etc)Python and SQL is MUSTMasters is a MUSTEquity Market is fine as wellQuality developer and modelerTeam build the model for fixed income products - 2 categories of model (wire modeling and stress testing)Many models for this - assist with small tasksTeam 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

Created: 2025-01-24