Senior Fixed Income Quant - Risk Modeling & Analytics
Listed on 2026-10-17
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Finance & Banking
Data Scientist
Stradit LLC in Jersey City, NJ, is seeking a senior quantitative analyst to maintain and enhance in-house fixed income risk models and to produce performance metrics and reports for internal users and external supervisors.
The ideal candidate has 5+ years in quantitative modeling with at least 3 years in fixed income or market risk, strong programming skills (Python, C++, Java), knowledge of treasury securities and VaR, and a Master’s degree in a quantitative field.
The Senior Fixed Income Quant
- Risk Modeling & Analytics role at Stradit LLC is now open for applications in Jersey City, NJ, United States.
We aim to respond to suitable candidates as soon as possible.
Full responsibilities and requirements are described in the listing above.
Learn more about the Senior Fixed Income Quant
- Risk Modeling & Analytics role in the description above.
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