Job Description

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Position: Quantitative Developer

Locations:  Jersey, City, NJ

Duration: 6 months - will be extended upon performance evaluation

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

• 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.