5 star global recruitment partnersJersey City, NJ
Quantitative Developer
Quantitative Developer
Quantitative Developer
5 star global recruitment partnersJersey City, NJ
2 days ago
Portfolio Management and Investment AdviceCustom Computer Programming ServicesInvestment Banking and Securities Intermediation
Apply for this role →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 modelingProficient in SQL, any other high level programming languages, such as R, Python, Matlab, is a plusHands on experience on developing complex financial models.
Solid equity production knowledge, especially ETFsDetail oriented and team player.
Must have 5 years of experience in financial market risk management and quantitative modelingProficient in SQL, any other high level programming languages, such as R, Python, Matlab, is a plusHands on experience on developing complex financial models.
Solid equity production knowledge, especially ETFs
Also on the board Same function, level within a rung
Level
Senior
Location
Jersey City, NJ
Occupation
Financial Quantitative Analysts
Industry
Portfolio Management and Investment Advice
Posted
2 days ago