Quantitative Developer

  • $90–$95 Per Hour
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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

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

LocationJersey City, NJ
Salary$90–$95 Per Hour

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