Quanitative Developer
- STELLENT IT
166 Days Ago
NA
NA
Jersey City-NJ
8-10 Years
Required Skills: Quanitative Developer
Job Description
Role : Quanitative Developer
Location : Jersey City, New Jersey (Hybrid)
Job type : contract
Contract Only- will be extended upon performance evaluation
Interview Process: 2 rounds
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.
