A major financial institution is seeking Director level talent for their Quantitative Risk team located in Jersey City, NJ. The team is responsible for developing models and methodologies for risk, specifically focused on Fixed Income (Treasury, Agency, MBS).
In This Role You Will:
- Develop fixed income models and performance monitoring
- Program (SQL, Python)
- Be an SME in fixed income risk models and methodology
- Conduct Quant Research in support of fixed income model development
The Ideal Candidate Will Bring:
- MINIMUM 10years' experience developing fixed income risk models
- Treasury, Agency, MBS (asset class coverage specific)
- Master's degree ina Quant discipline
- Ph.D is preferred
- Strong written and verbal communication skills
- 10 years' experience developing fixed income risk models using Python
