Quantitative Risk Modeler: Fixed Income & Stress Testing
Listed on 2026-10-19
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Finance & Banking
Data Scientist
Everforth Apex is seeking a Quantitative Analyst/Specialist in Jersey City, NJ for a contract position focusing on quantitative risk models for initial margin and stress testing of fixed-income products. You will design, prototype, validate, and deploy models while collaborating with cross-functional teams.
The role requires a Master's degree in a quantitative field and at least 5 years of relevant experience, with strong Python and SQL skills.
Join us at Apex Systems as our next Quantitative Risk Modeler:
Fixed Income & Stress Testing in Jersey City, NJ, United States.
Full responsibilities and requirements are described in the listing above.
Learn more about the Quantitative Risk Modeler:
Fixed Income & Stress Testing role in the description above.
We appreciate your interest in this position.
Join Apex Systems and contribute to our ongoing work.
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