Quantitative Developer
Quantitative Developer
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Salary Not Disclosed
1 Vacancy
Job Description
We are seeking a highly skilled Quantitative Risk Analyst to support risk modeling financial analysis and market risk assessment for ETFs. This contract role offers the opportunity to work with leading risk management teams and contribute to innovative Hybrid VaR models. The ideal candidate will have expertise in financial modeling quantitative analysis and SQL programming.
Key Responsibilities
- Risk Model Development: Research and prototype risk models for newly issued ETFs.
- Hybrid VaR Expansion: Extend Hybrid VaR as a benchmark for existing ValueatRisk (VaR) methodologies.
- MTM Passthrough Support: Assist in NSCC (National Securities Clearing Corporation) MTM passthrough efforts.
- Stakeholder Collaboration: Communicate model specifications effectively with Market Risk and Risk Technology teams.
Required Qualifications
- 5 years of experience in financial market risk management and quantitative modeling.
- Masters degree in a quantitative discipline (Finance Mathematics Statistics or a related field).
- Proficiency in SQL and at least one highlevel programming language (Python R Matlab etc.).
- Handson experience in developing and implementing complex financial models.
- Strong knowledge of equity markets and ETF structures.
- Detailoriented team player with excellent analytical and problemsolving skills.
Preferred Skills
- Experience working with VaR methodologies and financial risk frameworks.
- Strong background in quantitative research and statistical modeling.
- Prior experience in market risk teams within financial institutions.
Why Join Us
- Work on cuttingedge financial models impacting risk management strategies.
- Collaborate with toptier risk professionals and industry experts.
- Opportunity for contract extension based on performance.
If you have a strong quantitative background and a passion for financial risk modeling apply today!
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Employment Type
Full Time
