Quantitative AnalystImmediate need for a talented Quantitative Analyst. This is a 06+months contract opportunity with long-term potential and is located in Jersey City, NJ (Hybrid).Please review the job description below and contact me ASAP if you are interested.Job ID: Pay Range: $85 - $92.67/hour. Employee benefits include, but are not limited to, health insurance (medical, dental, vision), 401(k) plan, and paid sick leave (depending on work location).Key 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.Key Requirements and Technology Experience:Key Skills: Quantitative Analysis (quantitative models, research, fixed income &/or market risk).Programming language experience (Expertise with at least one of these will be good - Python, C++, Java).Treasury securities and/or mortgage-backed securities pricing and VaR modeling.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.Our client is a leading Public utility Industry, and we are currently interviewing to fill this and other similar contract positions.