Senior Quantitative Analyst - Jersey City

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
  

Requirements

1. Do you have experience in maintaining and enhancing in-house fixed income risk models

2. Please elaborate on your experience in quantitative modeling experience in fixed income and/or market risk

3. Please elaborate candidates experience with at least one high level programming language (Python, C++, Java, etc.).

4. Do you have knowledge of TIPS and/or mortgage security modeling a plus

5. Do you have familiarity with SQL a plus

Benefits