Quantitative Developer

Financial market risk management and quantitative modeling, SQL, R, Python, Matlab, complex financial models, ETFs

Location: Jersey City - Hybrid - 3 days a week onsite

Contract Only - will be extended upon performance evaluation

Interview 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 modeling
• Masters degree in quantitative disciplines
• Proficient in SQL, any other high level programming languages, such as R, Python, Matlab, is a plus
• Hands on experience on developing complex financial models.
• Solid equity production knowledge, especially ETFs
• Detail oriented and team player.