In this role, you will help support quantitative risk modeling work tied to fixed income and market risk use cases. This is an opportunity to contribute to analysis that informs stakeholders, supports oversight needs, and helps maintain high standards for model quality and reporting. Responsibilities • Maintain and enhance fixed income risk models • Design and produce model performance metrics and reports to support communications with both internal model users and external supervisors • Independently format and validate analysis results to ensure quality Requirements • 5+ years of professional work experience and must have 3+ years of hands-on experience in quantitative models and research, with deep understanding of 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 experience with VaR modeling a big plus. • Excellent communication skills, with experience communicating model outputs to internal model users and external supervisors. • Experience validating quantitative analysis results or model outputs to ensure quality. • Master's degree or above in a quantitative field of study. • Eligible to work in the United States. Benefits