
location_on212, Duncan Avenue, Marion, Journal Square, Jersey City, Hudson County, New Jersey, 07306, United States
This position focuses on maintaining and enhancing in-house fixed income risk models. The successful candidate will design and produce model performance metrics and reports to support communications with both internal model users and external supervisors. The role requires independently formatting and validating analysis results to ensure quality and accuracy.
The selection process consists of two rounds of interviews.
Work model: Hybrid
212, Duncan Avenue, Marion, Journal Square, Jersey City, Hudson County, New Jersey, 07306, United States
Jersey City, New Jersey
Skills: Fixed Income Risk Models, Quantitative Models, Fixed Income, Market Risk, Python, C++, Java, SQL, Treasury Securities, Mortgage-Backed Securities.
Education: Master's degree or above in a quantitative field of study.
Familiarity with SQL. Knowledge of treasury securities and/or mortgage-backed securities pricing and VaR modeling.