Quantitative Developer
Quantitative Developer
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Not Disclosed
Salary Not Disclosed
1 Vacancy
Job Description
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
- Masters 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
- Masters 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.
Employment Type
Full Time
