Quantitative Developer

Quantitative Developer

Jersey City, NJ

Must be a US Citizen or Green Card holder.

Location: Jersey City - Hybrid - 3 days a week onsite

Contract Only- will be extended upon performance evaluation

Interview Process: 2 rounds- 2nd round in person (onsite Interview)

Your Primary 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.

Required Knowledge, Skills, and Abilities: (Companies ATS Questions):

1. Do you have 5 years of experience in financial market risk management and quantitative modeling

2. Do you have a Master’s degree in quantitative disciplines

3. Are you Proficient in SQL, any other high level programming languages, such as R, Python, Matlab, is a plus

4. Do you have Solid equity production knowledge, especially ETFs

5. Are you a Detail oriented and team player.

6. Must be a US Citizen or Green Card holder.