Quantitative Analyst

Quantitative Analyst
Skills: Quantitative Models, Research, VaR and Backtesting, SQL, Python, VaR Modeling, in-house fixed income risk models
Experience level: Mid-senior 
Experience required: 5 Years 
Education level: Bachelor’s degree 
Relocation assistance: No
Hybrid work: 3 days a week onsite

Possible CTH- based on performance
2 rounds of Interviews- 2nd round in person
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
Qualifications:
•5+ years of working experience and must have 3+ years of hands-on experience in quantitative models, research, with deep understanding in fixed income and/or market risk.
•Fluent in at least one high level programming language (Python, C++, Java, etc.). Familiarity with SQL is a plus.
•Knowledge of treasury securities and/or mortgage-backed securities pricing and VaR modeling a big 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