Job Title : Sr Quantitative Developer
Location : Jersey City, NJ (Hybrid)
Contract : C2C / W2
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
- Master’s 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.