Benchmarking, Detail Oriented, Financial Modeling, Financial Risk Management, MATLAB, Management Strategy, Programming Languages, Prototyping, Python Programming/Scripting Language, R Programming Language, Risk, Risk Modeling, SQL (Structured Query Language), Stock Market, Team Player, Value At Risk (VaR)
Skills: Financial Market Risk Management and Quantitative Modeling, SQL, Python, MATLAB, Complex Financial Models, VaR methodology.
Your 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.
Basic 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.
Must have:
- 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.
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Macpower Digital Assets Edge Private Limited