ETF Risk Modeling Quant – VaR & Risk Tech

5 Star Recruitment; Jersey City (NJ); On-site; USD 110,000 - 150,000; Full time

Job summary

A leading recruitment company is seeking a skilled professional to focus on risk modeling for newly issued ETFs. The candidate will have at least 5 years of experience in financial market risk management and quantitative modeling. Proficiency in SQL and familiarity with programming languages such as R, Python, or Matlab is advantageous. This role demands hands-on experience in developing complex financial models and solid equity production knowledge, especially with ETFs.

Qualifications

• 5 years of experience in financial market risk management and quantitative modeling.
• Proficient in SQL and any other high-level programming languages.
• Hands-on experience in developing complex financial models.
• Solid knowledge of equity production, especially ETFs.

Responsibilities

• Research and prototype risk model for newly issued ETFs.
• Extend the Hybrid VaR scope as a benchmark for existing methodologies.
• Assist with the NSCC MTM passthrough effort.
• Facilitate model communication with Market Risk and Risk Technology teams.

Skills

Financial market risk management

Quantitative modeling

SQL

R

Python

Matlab

Detail oriented

Team player

Job description

A leading recruitment company is seeking a skilled professional to focus on risk modeling for newly issued ETFs. The candidate will have at least 5 years of experience in financial market risk management and quantitative modeling. Proficiency in SQL and familiarity with programming languages such as R, Python, or Matlab is advantageous. This role demands hands-on experience in developing complex financial models and solid equity production knowledge, especially with ETFs.