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Job-ID29351783Reference26-26788 Remote 50% RemoteHybrid onsite at Jersey City, NJ, 07310 Contract Only- will be extended upon performance evaluation
Interview Process: 2 rounds
Your Primary Responsibilities: Research, design, and develop quantitative risk models for initial margin and stress testing of fixed-income products. Develop high-quality research prototypes and robust model implementations to support model analysis, validation, and production deployment. Support model validation, testing, deployment, and ongoing model maintenance throughout the model lifecycle. Collaborate with business, quantitative, and technology teams to deliver model enhancements and analytical solutions.
Qualifications:
  • 5 years of experience in financial market risk management and quantitative modeling
  • Master's degree in quantitative disciplines
  • Proficient in SQL, any other high level programming languages, such as R, Python, Matlab, is a plus
  • Hands on experience on developing complex financial models.
Solid equity production knowledge, especially equities and ETFsDetail oriented and team player. EEO:"Mindlance is an Equal Opportunity Employer and does not discriminate in employment on the basis of – Minority/Gender/Disability/Religion/LGBTQI/Age/Veterans."

Also on the board Same function, level within a rung

Level

Senior

Location

Jersey City, NJ

Occupation

Financial Quantitative Analysts

Industry

Portfolio Management and Investment Advice

Posted

32 days ago

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