Job Description
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.
Numbers & Facts
| Location | Jersey City, NJ |
| Salary | $90–$95 Per Hour |
Skills
Benchmarkingunmatched
Detail Orientedunmatched
Financial Modelingunmatched
Financial Risk Managementunmatched
MATLABunmatched
Management Strategyunmatched
Programming Languagesunmatched
Prototypingunmatched
Python Programming/Scripting Languageunmatched
R Programming Languageunmatched
Riskunmatched
Risk Modelingunmatched
SQL (Structured Query Language)unmatched
Stock Marketunmatched
Team Playerunmatched
Value At Risk (VaR)unmatched
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