Job Quantitative developer jersey city nj New Jersey

Quantitative developer jersey city nj

Job Poster : [email protected]

Skills:Quantitative developer       |  Location: Jersey City   ,  New Jersey  ,  United States Of America

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Quantitative developer jersey city nj

Experience level: Mid-senior Experience required: 5 Years Education level: Bachelor’s degree Job function: Information Technology Industry: Financial Services Pay rate : View hourly payrate Total position: 1 Relocation assistance: No Visa sponsorship eligibility: No
Contract Only- will be extended upon performance evaluation !

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.

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