Quant Analyst - HCL Global Systems Inc.

Title Quantitative Analyst

Location: Jersey City, NJ

HYBRID 3x A WEEK

FCC products are fixed income and TBA program support for risk market and some of the mortgage backed securities

Fixed income product knowledge is nice to have (bond marker knowledge, etc)

Python and SQL is MUST

Masters is a MUST

Equity Market is fine as well

Quality developer and modeler

Team build the model for fixed income products - 2 categories of model (wire modeling and stress testing)

Many models for this assist with small tasks

Team is understaffed and then on leave

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