| Required Quantitative Analyst Jersey only- hybrid 3 days onsite -ONLY LOCAL -USC,GC ONLY at Remote, Remote, USA |
| Email: [email protected] |
| From: Pankaj, kpg99 [email protected] Reply to: [email protected] Hi, Hope you are doing well. Please find the job description below and let me know your interest. Position: Quantitative Analyst Location: Jersey only- hybrid 3 days onsite Duration: 6+ Months Mode of Interview: Phone and Video Job Description: 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 Qualifications: 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 Masters degree or above in a quantitative field of study Who We Are: The Government Securities Division (GSD) of the Fixed Income Clearing Corporation (FICC), a subsidiary of DTCC, provides real-time trade matching, clearing, risk management and netting for trades in US Government debt issues, including repurchase agreements or repos. Securities transactions processed by FICC's Government Securities Division include Treasury bills, bonds, notes, zero-coupon securities, government agency securities and inflation-indexed securities. The Mortgage-Backed Securities Division (MBSD) of the Fixed Income Clearing Corporation (FICC) is the sole provider of automated post-trade comparison, netting, electronic pool notification, pool comparison, pool netting and pool settlement services to the mortgage-backed securities market thus providing greater efficiency, transparency and risk mitigation to this specialized market. Keywords: cplusplus Required Quantitative Analyst Jersey only- hybrid 3 days onsite -ONLY LOCAL -USC,GC ONLY [email protected] |
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| Wed Jul 10 23:57:00 UTC 2024 |