Experience level: Mid-senior
Experience required: 3 Years
Education level: Master’s degree
Job function: Finance
Industry: Financial Services
Total positions: 5
Visa : Only US citizens and Green card holders
JOB DESCRIPTION:
- 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