Quantitative Analyst - Software Guidance & Assistance
Jersey City, NJ
About the Job
Software Guidance & Assistance, Inc., (SGA), is searching for a Quantitative Analyst for a contract assignment with one of our premier financial services clients in New Jersey.
Responsibilities :
SGA is an Equal Opportunity Employer and does not discriminate on the basis of Race, Color, Sex, Sexual Orientation, Gender Identity, Religion, National Origin, Disability, Veteran Status, Age, Marital Status, Pregnancy, Genetic Information, or Other Legally Protected Status. We are committed to providing access, equal opportunity, and reasonable accommodation for individuals with disabilities in employment, and our services, programs, and activities. Please visit our company EEO page to request an accommodation or assistance regarding our policy.
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.
- 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.).
- Strong analytical and problem-solving skills.
- Excellent communication skills, both oral and written.
- Master's degree or above in a quantitative field of study.
- Familiarity with SQL is a plus.
- Knowledge of treasury securities and/or mortgage-backed securities pricing and VaR modeling a big plus.
SGA is an Equal Opportunity Employer and does not discriminate on the basis of Race, Color, Sex, Sexual Orientation, Gender Identity, Religion, National Origin, Disability, Veteran Status, Age, Marital Status, Pregnancy, Genetic Information, or Other Legally Protected Status. We are committed to providing access, equal opportunity, and reasonable accommodation for individuals with disabilities in employment, and our services, programs, and activities. Please visit our company EEO page to request an accommodation or assistance regarding our policy.
Source : Software Guidance & Assistance