Hybrid
Boston, New Jersey
Posted 1 month ago
Header: Quantitative Risk Management (QRM) is responsible for the development and support of models and methodologies for the quantification of risk. QRM also carries out quantitative analysis and other analytical support for risk management and other business needs.
Must have:
- 5+ years of hands-on experience in quantitative models, research
- Maintain and enhance in-house fixed income risk models
- Fixed income market.
- Python and SQL
Nice to have:
- Treasury Securities and/or MBS pricing and VaR modeling