Quantitative Analyst - Risk
- Location
- Jersey City, NJ
- Work type
- Full Time · On-site
- Posted
- 2026-09-03
Job description
We are seeking a highly analytical Quantitative Analyst in the Jersey City area to support the development, enhancement, and validation of fixed income risk models. This role is ideal for a quantitative professional with deep expertise in fixed income markets, market risk, and model research. The successful candidate will work closely with stakeholders to ensure model accuracy, performance, and regulatory readiness while delivering high-quality analysis and reporting.
Key Responsibilities
Maintain, enhance, and optimize fixed income risk models.
Design and produce model performance metrics, analytics, and reporting for internal stakeholders and regulatory audiences.
Conduct quantitative research to support model development and validation efforts.
Independently analyze, format, and validate results to ensure accuracy, consistency, and quality.
Monitor model performance and identify opportunities for enhancement and refinement.
Support risk management initiatives through rigorous quantitative analysis and data-driven insights.
Collaborate with cross-functional teams to communicate findings and model behavior effectively.