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Senior Quantitative Analyst

Jersey City, NJ 07310

Must be a US Citizen or Green Card holder.


Our Risk Management teams work to protect the safety and soundness of our systems and are responsible for identifying, managing, measuring, and mitigating a spectrum of key risk types including credit, market, liquidity, systemic, operational and technology in all existing and new products, activities, processes, and systems.
The Senior Quantitative Analyst is primarily responsible for designing, developing, testing, and maintaining quantitative models or tools and performing analyses for risk management and regulatory requests.

RESPONSIBILITIES:

Maintain and enhance in-house fixed income risk models
Design metrics to monitor model performance and communicate performance results to risk users and management
Design and produce reports and presentations to support communications with both internal model users and external supervisors
Test the adequacy of the modeling solutions

QUALIFICATIONS:

3+ years of quantitative modeling experience in fixed income and/or market risk.
Knowledge of TIPS and/or mortgage security modeling a big plus
Fluent in at least one high level programming language (Python, C++, Java, etc.).
Familiarity with SQL is a 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

Required Knowledge, Skills, and Abilities: (Submission Summary):

1. Maintain and enhance in-house fixed income risk models

2. 3+ years of quantitative modeling experience in fixed income and/or market risk.

3. Fluent in at least one high level programming language (Python, C++, Java, etc.)

4. Knowledge of TIPS and/or mortgage security modeling – a plu

5. Familiarity with SQL – a plus
Reference : Senior Quantitative Analyst jobs

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Published at 11-03-2023
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