Visa-Status : Location : Linkedin Link : Rate-Expectations :
TITLE: QUANTITATIVE ANALYST OTHER ACCEPTABLE TITLES: APPLICATION DEVELOPER
SCHEDULE: HYBRID 3 DAYS ONSITE IN JERSEY CITY HOURS: 8:00 AM 5:00 PM MONDAY FRIDAY DURATION: THROUGH 12/31/2026
Interview Process: 2 rounds
Background Check Drug Test: Criminal History (State/County 7 years) SSN Trace Highest Degree Earned Employment Verification (5 years) Global Sanctions Drug Screen: N/A
Dress Code: Business Casual Logo: PDF with no personal identifiers (no phone email or logo).
PLEASE SHARE CANDIDATES WHO HAVE PRIOR EXPERIENCE WORKING IN THE FINANCIAL SERVICES INDUSTRY !!!
Must Haves: 5 years of overall experience with 3 years of hands-on quantitative modeling and research experience with deep understanding of fixed income and/or market risk Proficiency in at least one high-level programming language (Python C Java etc.); SQL is a plus Knowledge of Treasury securities and/or mortgage-backed securities pricing and VaR modeling strongly preferred Strong analytical and problem-solving skills Excellent written and verbal communication skills Masters degree or higher in a quantitative field
Day-to-Day Responsibilities: Maintain and enhance in-house fixed income risk models Design and produce model performance metrics and reports for internal users and external supervisors Independently format and validate analysis results to ensure quality
Submittal Format: Need Security ID: First initial 5 characters of the last MMDD of DOB
Thank you!
Hello There Please go through the below job description and revert me with your Updated Resume on my email and below details to fasten up the process. Visa-Status : Location : Linkedin Link : Rate-Expectations : TITLE: QUANTITATIVE ANALYST OTHER ACCEPTABLE TITLES: APPLICATION DEVE...
Visa-Status : Location : Linkedin Link : Rate-Expectations :
TITLE: QUANTITATIVE ANALYST OTHER ACCEPTABLE TITLES: APPLICATION DEVELOPER
SCHEDULE: HYBRID 3 DAYS ONSITE IN JERSEY CITY HOURS: 8:00 AM 5:00 PM MONDAY FRIDAY DURATION: THROUGH 12/31/2026
Interview Process: 2 rounds
Background Check Drug Test: Criminal History (State/County 7 years) SSN Trace Highest Degree Earned Employment Verification (5 years) Global Sanctions Drug Screen: N/A
Dress Code: Business Casual Logo: PDF with no personal identifiers (no phone email or logo).
PLEASE SHARE CANDIDATES WHO HAVE PRIOR EXPERIENCE WORKING IN THE FINANCIAL SERVICES INDUSTRY !!!
Must Haves: 5 years of overall experience with 3 years of hands-on quantitative modeling and research experience with deep understanding of fixed income and/or market risk Proficiency in at least one high-level programming language (Python C Java etc.); SQL is a plus Knowledge of Treasury securities and/or mortgage-backed securities pricing and VaR modeling strongly preferred Strong analytical and problem-solving skills Excellent written and verbal communication skills Masters degree or higher in a quantitative field
Day-to-Day Responsibilities: Maintain and enhance in-house fixed income risk models Design and produce model performance metrics and reports for internal users and external supervisors Independently format and validate analysis results to ensure quality
Submittal Format: Need Security ID: First initial 5 characters of the last MMDD of DOB