Description

You will maintain and enhance fixed income risk models while managing risk analysis for Fixed Income and Mortgage Backed Securities.

This role is hybrid.

Responsibilities

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

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.
• 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.

Key Skills

Education

Any Graduate