Fixed Income Market Risk Quantitative Analyst
By Jefferies At New York, NY, United States
Documenting model implementation details, tests, and findings for model validation review, in accordance with Firm’s Model Risk Management policies and framework.
Excellent communication and presentation skills (ability to engage in concise, effective discussions).
Excellent written skills (ability to produce well-structured technical model documentation).
Knowledge of Numerix and/or Bloomberg a plus.
Good understanding of fixed income pricing models and products.
Ability to work without significant direct supervision.
Fixed Income Quantitative Researcher
By Goldman Lloyds At New York, United States
Strong experience in fixed income quantitative research within a financial institution or asset management firm.
Collaborate closely with portfolio managers and traders to develop and implement innovative fixed income investment strategies.
A graduate degree (Ph.D. or Master's) in a quantitative field such as Mathematics, Statistics, Finance, or a related discipline.
Proficiency in programming languages such as Python, R, or MATLAB, and experience with data analysis libraries (e.g., pandas, NumPy, scikit-learn).
Strong knowledge of statistical modeling techniques, time series analysis, and machine learning algorithms.
Excellent problem-solving skills and the ability to work effectively both independently and in a collaborative team environment.