Quantitative Developer

Software Guidance & Assistance, Inc., (SGA), is searching for a Quantitative Developer for a contract assignment with one of our premier financial services clients in Jersey City, NJ.

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 firm's MTM passthrough effort.
• Facilitate model specification and communication with stakeholders such as Market Risk, and Risk Technology team.

Required Skills:

• 5 years of experience in financial market risk management and quantitative modeling
• Master's degree in quantitative disciplines
• 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.

SGA is a technology and resource solutions provider driven to stand out. We are a women-owned business. Our mission: to solve big IT problems with a more personal, boutique approach. Each year, we match consultants like you to more than 1,000 engagements. When we say let's work better together, we mean it. You'll join a diverse team built on these core values: customer service, employee development, and quality and integrity in everything we do. Be yourself, love what you do and find your passion at work. Please find us at .

SGA is an Equal Opportunity Employer and does not discriminate on the basis of Race, Color, Sex, Sexual Orientation, Gender Identity, Religion, National Origin, Disability, Veteran Status, Age, Marital Status, Pregnancy, Genetic Information, or Other Legally Protected Status. We are committed to providing access, equal opportunity, and reasonable accommodation for individuals with disabilities in employment, and our services, programs, and activities. Please visit our company to request an accommodation or assistance regarding our policy.