Quantitative Developer Jersey City, New Jersey, United StatesAbout the JobYour primary responsibilities: Research and prototype risk model for newly issued ETFs. Extend the scope for the Hybrid VaR as a 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.
Must have:
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.
