Quantitative Analyst/Specialist#26-26788

Jersey City, NJ

Hybrid Job Description

Hybrid 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 ETFs
  
• Detail 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."