NYC Staffing
Financial Quantitative Analyst, Fixed Income
NYC Staffing, Jersey City, New Jersey, United States, 07310
Job Posting
Duties: Research or develop analytical tools to address issues such as bond portfolio construction or optimization, performance measurement, attribution, profit and loss measurement, or bond pricing models. Conceptualize valuation strategies, develop and continuously improve upon mathematical models, and help translate algorithms into code. Back test and implement bond trading models and signals in an active, live trading environment. Develop core analytical capabilities or model libraries, using advanced statistical, quantitative techniques. Apply mathematical or statistical techniques to address practical issues in finance, such as derivative valuation, securities trading, risk management, or financial market regulation. Requirements: Master's degree in Quantitative discipline such as Statistics, Mathematics, Economics, Computer Science, or a related science field. Three (3) years in any occupation with research experience in quantitative research. Three (3) years in any occupation with research experience in quantitative research must include: Experience with computational science modeling, stochastic differential modeling, machine learning modeling; Experience in at least one programming language such as C, C++, Java, or Python; Experience in probability and statistics (machine learning, time-series analysis, pattern recognition, NLP); Databases Oracle and SQL Server; Cloud computing such as AWS, Oracle Cloud; Analytical packages such as R, Scikit-learn, or TensorFlow; One or more scientific publication submission(s) for conferences, journals or public repositories; and Experience performing an in-depth research project, examining financial data. Salary: $135,000 - $136,000 per year
Duties: Research or develop analytical tools to address issues such as bond portfolio construction or optimization, performance measurement, attribution, profit and loss measurement, or bond pricing models. Conceptualize valuation strategies, develop and continuously improve upon mathematical models, and help translate algorithms into code. Back test and implement bond trading models and signals in an active, live trading environment. Develop core analytical capabilities or model libraries, using advanced statistical, quantitative techniques. Apply mathematical or statistical techniques to address practical issues in finance, such as derivative valuation, securities trading, risk management, or financial market regulation. Requirements: Master's degree in Quantitative discipline such as Statistics, Mathematics, Economics, Computer Science, or a related science field. Three (3) years in any occupation with research experience in quantitative research. Three (3) years in any occupation with research experience in quantitative research must include: Experience with computational science modeling, stochastic differential modeling, machine learning modeling; Experience in at least one programming language such as C, C++, Java, or Python; Experience in probability and statistics (machine learning, time-series analysis, pattern recognition, NLP); Databases Oracle and SQL Server; Cloud computing such as AWS, Oracle Cloud; Analytical packages such as R, Scikit-learn, or TensorFlow; One or more scientific publication submission(s) for conferences, journals or public repositories; and Experience performing an in-depth research project, examining financial data. Salary: $135,000 - $136,000 per year