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Quantitative AnalystVeterans Sourcing Group • Jersey City, NJ, United States
Quantitative Analyst

Quantitative Analyst

Veterans Sourcing Group • Jersey City, NJ, United States
5 days ago
Job type
  • Full-time
Job description

Quantitative Analyst Jersey Only- Hybrid 3 Days A Week

Contract Only 2 Rounds of Interviews

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

Who We Are:

The Government Securities Division (GSD) of the Fixed Income Clearing Corporation (FICC), a subsidiary of ***, provides real-time trade matching, clearing, risk management and netting for trades in US Government debt issues, including repurchase agreements or repos. Securities transactions processed by FICC's Government Securities Division include Treasury bills, bonds, notes, zero-coupon securities, government agency securities and inflation-indexed securities.

The Mortgage-Backed Securities Division (MBSD) of the Fixed Income Clearing Corporation (FICC) is the sole provider of automated post-trade comparison, netting, electronic pool notification, pool comparison, pool netting and pool settlement services to the mortgage-backed securities market thus providing greater efficiency, transparency and risk mitigation to this specialized market.

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Quantitative Analyst • Jersey City, NJ, United States

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