Job Description

Quantitative Risk Associate Director
Location: Jersey City, NJ
Terms: Hybrid ( 3 days onsite)
JOB DESCRIPTION:
• Quantitative Risk Management, QRM is responsible for the development and support of models and methodologies for the quantification of risk.
• QRM also carries out quantitative analysis and other analytical support to firms' risk management and other business needs.

RESPONSIBILITIES:
• Maintain and enhance in-house fixed income risk models
• Produce model performance metrics and analytics to support communications with both internal model users and external supervisors
• Explain model behavior, carrying out scenario analyses, develop new quantitative analysis tools
• Maintain key data source for groups model development and quantitative analyses.
• Mitigates risk by following established procedures and monitoring controls, spotting key errors and demonstrating strong ethical behavior.
QUALIFICATIONS:
• Master’s degree or higher in a quantitative field of study
• 5+ years of hands-on experience in quantitative models, research, with deep understanding in fixed income market.
• Fluent in Python and SQL
• Knowledge of Treasury Securities and/or MBS pricing and VaR modeling a big plus.
• Strong Analytical, quantitative and problem solving skills, as well as demonstrated research skills

Estimated Min Rate : $150000.00

Estimated Max Rate : $185000.00
Note: Any pay ranges displayed are estimations. Actual pay is determined by an applicant's experience, technical expertise, and other qualifications as listed in the job description. All qualified applicants are welcome to apply.
Yoh, a Day & Zimmermann company, is an Equal Opportunity Employer. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability, or status as a protected veteran.
Visit to contact us if you are an individual with a disability and require accommodation in the application process.
For California applicants, qualified applicants with arrest or conviction records will be considered for employment in accordance with the Los Angeles County Fair Chance Ordinance for Employers and the California Fair Chance Act. All of the material job duties described in this posting are job duties for which a criminal history may have a direct, adverse, and negative relationship, potentially resulting in the withdrawal of a conditional offer of employment.

Job Tags

Similar Jobs

Patriot Advertising

Pipeline Technician - 2510002921 Job at Patriot Advertising

...Summary: This position will repair and maintain pipelines, equipment, and performance of work associated with the operation and maintenance of gas and liquid facilities and pipelines. Essential Duties and Responsibilities: To perform this job successfully, an...

Winston Staffing

Lab Director - Clinical Support Services - Perm - Hospital - Boone, NC - $160k/Yr. + Relo Expenses Job at Winston Staffing

...Position: Lab Director - Clinical Support Services Pay: $125,000.00 - $160,000.00 per year Relocation Expenses: $15k-$20k... ...System Director of Lab and Pathology provides effective operational management and leadership of the lab and pathology departments within ARHS...

Jefferson Health

Radiology Technologist Job at Jefferson Health

Job Details Job Description Work Shift Workday Day (United States of America) Worker Sub Type Regular Primary Location Address 1200 Old York Road, Abington, Pennsylvania, United States of America Nationally ranked, Jefferson, which is principally ...

HCA Healthcare

Emergency Medicine Physician Job at HCA Healthcare

...Florida JFK Hospital in Atlantis, FL is currently seeking EM Physicians (1 day time and 1 NOC) to join our team at JFK Medical Center... ...along the Florida Atlantic Coast in Palm Beach County. The 78 bed emergency department rooms are equipped with the most advanced resources...

The Arnold Group

Forklift Operator Job at The Arnold Group

...WEEKLY! Description: Our Company is currently seeking a Forklift Operator. The prime function of this position is to provide support... ...GED required. Pre-employment assessment must be completed. No Experience required but some preferred, company will train the right...

Quantitative Risk Associate Director Job at Yoh, A Day & Zimmermann Company, Jersey City, NJ

b0JqR0NsVlBPaGtDeXJNbVVxQTBFenZXcVE9PQ==