Description

You will provide program support for Fixed Income and Mortgage Backed Securities through model maintenance and risk management.

Responsibilities

• Maintain and enhance in-house fixed income risk models.
• Design and produce model performance metrics and reports for internal users and external supervisors.
• Format and validate analysis results independently to ensure data quality.
• Develop and implement calculation logic for quantitative models.

Required Skills

• 5+ years of professional working experience.
• 3+ years of hands-on experience in quantitative models or research.
• Expert-level proficiency in Python.
• Strong command of SQL.
• Deep understanding of fixed income and/or market risk.
• Fluency in at least one high-level programming language such as C++ or Java.
• Advanced analytical and problem-solving abilities.
• Master's degree or higher in a quantitative field of study.

Preferred Skills

• Experience with treasury securities and mortgage-backed securities pricing.
• Knowledge of VaR modeling and quantitative risk management backgrounds.

Key Skills

Education

Any Graduate