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
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
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
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