About The Role

•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

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

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Quantitative Analyst - US