Quantitative DeveloperFinancial market risk management and quantitative modeling, SQL, R, Python, Matlab, complex financial models, ETFsLocation: Jersey City - Hybrid - 3 days a week onsiteContract Only - will be extended upon performance evaluationInterview Process: 2 rounds- 2nd round in person (onsite interview)Your primary responsibilities:Research and prototype risk model for newly issued ETFs.Extend the scope for the Hybrid VaR as an benchmark for existing VaR methodology.Assist the NSCC MTM passthrough effort.Facilitate model specification and communication with stakeholders such as Market Risk, and Risk Technology team.Qualifications:5 years of experience in financial market risk management and quantitative modelingMasters degree in quantitative disciplinesProficient in SQL, any other high level programming languages, such as R, Python, Matlab, is a plusHands on experience on developing complex financial models.Solid equity production knowledge, especially ETFsDetail oriented and team player.
Quantitative Developer (DTC1JP00003432) Jersey City, NJ in jersey city at Unknown Company
This position is listed as contract and hybrid.