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Quantitative Analyst

  • Full Time, onsite
  • Dudas IT Resources & Advisory Inc
  • On Site, United States of America
Salary undisclosed

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Job Description

Job Description

Senior Quantitative Developer CTH Perm - JC, NJ

6 mths at 98hr. w2 - Possible CTH- based on performance

Location: Jersey only- hybrid 3 days a week

Interview Process: 2 rounds- 2nd round in person

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

Master s 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 Client, 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.

Company Description
FULL LIFE CYCLE
Recruitment Services
Dudas IT/ Zar IT Solutions is a minority and woman-owned business offering companies throughout the US end-to-end recruitment of the most qualified, talented, and reliable candidates to fill contract, contract-to-hire and direct hire positions.

Our process includes:

Identify Needs
Research and Plan
Job Description Design
Job Posting
Search & Identify Candidates
Resume Review & Processing
Screening
Execute Hiring

Company Description

FULL LIFE CYCLE \r\nRecruitment Services \r\nDudas IT/ Zar IT Solutions is a minority and woman-owned business offering companies throughout the US end-to-end recruitment of the most qualified, talented, and reliable candidates to fill contract, contract-to-hire and direct hire positions. \r\n\r\nOur process includes: \r\n\r\nIdentify Needs \r\nResearch and Plan \r\nJob Description Design \r\nJob Posting \r\nSearch & Identify Candidates \r\nResume Review & Processing \r\nScreening \r\nExecute Hiring
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.
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