Quantitative Developer

5 Star Recruitment

Jersey City (NJ)

On-site

USD 110,000 - 150,000

Full time

14 days+

Get more replies from employers

Send a job-specific resume in minutes.

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

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
Get your free, confidential resume review.
or drag and drop your file here.
Similar jobs

Similar jobs worth comparing

Senior Quantitative Developer
Senior Quantitative Developer

Remote Core Solutions • Jersey City (NJ)

Hybrid
USD 100,000 - 130,000
Quantitative Developer
Quantitative Developer

MDA Edge • Jersey City (NJ)

On-site
Senior Quantitative Developer - ETF Risk & Hybrid VaR
Senior Quantitative Developer - ETF Risk & Hybrid VaR

Remote Core Solutions • Jersey City (NJ)

Hybrid
USD 100,000 - 130,000
ETF Risk Modeling Quant – VaR & Risk Tech
ETF Risk Modeling Quant – VaR & Risk Tech

5 Star Recruitment • Jersey City (NJ)

On-site
USD 110,000 - 150,000
Model Risk Quant Developer -New York, NY -Hybrid
Model Risk Quant Developer -New York, NY -Hybrid

FinTrust Connect • New York (NY)

Hybrid
USD 120,000 - 180,000
Vice President – Multi-Asset Systematic Strategies Analytics
Vice President – Multi-Asset Systematic Strategies Analytics

Jobtailor • Massachusetts

Hybrid
USD 200,000 - 260,000
Quantitative Analyst
Quantitative Analyst

StradIT • Jersey City (NJ)

On-site
USD 120,000 - 180,000
Quantitative Analyst - US
Quantitative Analyst - US

Stradit LLC • Jersey City (NJ)

On-site
USD 120,000 - 180,000
Quantitative Risk Management Consultant
Quantitative Risk Management Consultant

Talution Group • Chicago (IL)

On-site
USD 80,000 - 120,000
Quantitative Trader
Quantitative Trader

Venture Search • New York (NY)

On-site
USD 180,000 - 260,000