Senior Quantitative Developer - ETF Risk & Hybrid VaR

Remote Core Solutions; Jersey City (NJ); Hybrid; USD 100,000 - 130,000; Full time

Job summary

A financial services outsourcing company is seeking a Senior Quantitative Developer to work on risk models for ETFs and extend the VaR methodology. The ideal candidate has a Master's degree and at least 5 years of experience in financial market risk management. This hybrid role requires expertise in SQL and potentially R, Python, or Matlab. Competitive contract terms with performance-based extensions.

Qualifications

• 5+ years of experience in financial market risk management and quantitative modeling.
• Proficient in SQL and experienced with R, Python, or Matlab.
• Hands-on experience developing complex financial models.

Responsibilities

• Research and prototype risk models for newly issued ETFs.
• Extend Hybrid VaR scope as a benchmark for existing VaR methodology.
• Assist the NSCC MTM passthrough effort.
• Facilitate model specification and communication with stakeholders.

Skills

Financial market risk management

Quantitative modeling

SQL

R

Python

Matlab

Detail oriented

Team player

Education

Masters degree in quantitative disciplines

Job description

A financial services outsourcing company is seeking a Senior Quantitative Developer to work on risk models for ETFs and extend the VaR methodology. The ideal candidate has a Master's degree and at least 5 years of experience in financial market risk management. This hybrid role requires expertise in SQL and potentially R, Python, or Matlab. Competitive contract terms with performance-based extensions.