Senior Quantitative Analyst - Intellisoft Technologies

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