Quantitative Developer
Quantitative Developer
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Salary Not Disclosed
1 Vacancy
Job Description
The Quantitative Developer will be pivotal in researching and prototyping risk models for newly issued ETFs. This role will also involve extending the scope of the Hybrid VaR as a benchmark for existing VaR methodology and assisting with the NSCC MTM passthrough effort. You will facilitate model specifications and ensure clear communication with stakeholders such as the Market Risk and Risk Technology teams.
Compensation and Benefits
- Competitive salary based on experience
- Health dental and vision insurance
- Retirement savings plan
- Generous vacation and paid time off policy
- Flexible working environment with a hybrid model
Why you should apply for this position today
This role offers the opportunity to work at the cutting edge of financial modeling and risk management. As a Quantitative Developer you will contribute to innovative projects that directly impact the financial market while being part of a dynamic team.
Skills
- Proficient in SQL
- Knowledge of highlevel programming languages such as R Python or Matlab is a plus
- Handson experience in developing complex financial models
- Solid equity production knowledge specifically with ETFs
- Detailoriented and a strong team player
Responsibilities
- Research and prototype risk models for newly issued ETFs
- Extend the Hybrid VaR benchmark for existing VaR methodology
- Assist in the NSCC MTM passthrough effort
- Facilitate model specifications and communications with key stakeholders
Qualifications
- 5 years of experience in financial market risk management and quantitative modeling
- Masters degree in quantitative disciplines
- Proficiency in SQL and familiarity with programming languages such as R Python or Matlab
- Experience in developing complex financial models
- Knowledge of equity production especially ETFs
Education Requirements
- Masters degree in quantitative disciplines
Education Requirements Credential Category
- Graduate degree in a quantitative field
Experience Requirements
- Minimum of 5 years in financial market risk management and quantitative modeling
- Proven handson experience in developing financial models
- Solid understanding of equity production and ETFs
Why work in Jersey City NJ
Jersey City offers a vibrant urban experience with a rich cultural landscape excellent dining options and a strong sense of community. The citys strategic location near New York City provides easy access to a plethora of professional opportunities in finance and technology. With its growing tech ecosystem and beautiful waterfront views Jersey City is an attractive place to work and live.
Employment Type: Contractor
Education Level: Bachelors degree
Qualifications: 1. Do you have 5 years of experience in financial market risk management and quantitative modeling 2. Do you have a Masters degree in quantitative disciplines 3. Are you proficient in SQL any other high level programming languages such as R Python Matlab is a plus 4. Do you have hands on experience on developing complex financial models. 5. Do you have solid equity production knowledge especially ETFs 6. Must be a US Citizen or Green Card holder.
Employment Type
Full Time
