Quantitative Risk Architect: Hybrid VaR & ETF Modeling

Right Hire Consulting LLC; Jersey City (NJ); Presencial; USD 120.000 - 160.000; Jornada completa

Descripción de la vacante

Right Hire Consulting LLC seeks a Quantitative Risk Analyst to support risk modeling, financial analysis, and market risk assessment for ETFs. The contract role offers exposure to leading risk management teams and implementation of Hybrid VaR models.

The ideal candidate has 5+ years of experience in financial market risk management, a Masters in a quantitative field, and strong SQL plus Python/R/Matlab skills. You will collaborate with Market Risk and Risk Technology teams.

Formación

• 5+ years in financial market risk management and quantitative modeling.
• Masters degree in a quantitative field (Finance/Math/Statistics).
• Proficiency in SQL and at least one programming language (Python/R/Matlab).
• Experience developing and implementing complex financial models.
• Strong knowledge of equity markets and ETF structures.
• Detail-oriented team player with strong analytical skills.

Responsabilidades

• Risk Model Development: Research and prototype risk models for ETFs.
• Hybrid VaR Expansion: Extend Hybrid VaR as benchmark for VaR methodologies.
• MTM Passthrough Support: Assist in NSCC MTM passthrough efforts.
• Stakeholder Collaboration: Communicate model specifications with Market Risk and Risk Technology teams.

Conocimientos

Quantitative analysis

Financial market risk management

Risk model development

ETFs

SQL

Python

R

Matlab

ETF knowledge

Stakeholder communication

Educación

Master's degree in Finance/Math/Statistics

Herramientas

Python

R

Matlab

SQL

Descripción del empleo

Right Hire Consulting LLC seeks a Quantitative Risk Analyst to support risk modeling, financial analysis, and market risk assessment for ETFs. The contract role offers exposure to leading risk management teams and implementation of Hybrid VaR models.

The ideal candidate has 5+ years of experience in financial market risk management, a Masters in a quantitative field, and strong SQL plus Python/R/Matlab skills. You will collaborate with Market Risk and Risk Technology teams.