In This Role You Will:
- Develop fixed income models and performance monitoring
- Program (SQL, Python)
- Be an SME in fixed income risk models and methodology
- Conduct Quant Research in support of fixed income model development
The Ideal Candidate Will Bring:
- MINIMUM5years' experience developing fixed income risk models
- Treasury, Agency, MBS (asset class coverage specific)
- Master's degree in aQuant discipline
- Ph.D is preferred
- Strong written and verbal communication skills
- 5 years' experience developing fixed income risk models using Python