Us|application developer iii
Location: Jersey City, NJ Salary: $80.00 USD Hourly - $82.00 USD Hourly Description: Our client is currently seeking a US|APPLICATION DEVELOPER III
Primary Responsibilities: Maintain and enhance in-house fixed income risk models
Design and produce model performance metrics and reports to support communications with both internal model users and external supervisorsIndependently format and validate analysis results to ensure quality
Qualifications:5+ years of working experience and must have 3+ years of hands-on experience in quantitative models, research, with deep understanding in fixed income and/or market risk.
Fluent in at least one high level programming language (Python, C++, Java, etc.). Familiarity with SQL is a plus.
Knowledge of treasury securities and/or mortgage-backed securities pricing and VaR modeling a big plus
Strong analytical and problem-solving skills
Excellent communication skills, both oral and written
Master's degree or above in a quantitative field of study
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