Quantitative Developer

Overview

Hybrid
$95 - $95
Contract - W2
Contract - 6 Month(s)
No Travel Required

Skills

Financial
Risk
Quantitative
SQL
R
Python
Master's Degree

Job Details

Title: Quantitative Developer
Location: Jersey City, NJ ( Hybrid ); 3 Days Onsite Per Week
Duration: 6+ Months
VISA: U.S. Citizens, s, &Candidates due to legal or government contract requirements.
Tax Term: W2
JD:

Interview Process: 2 rounds- 2nd round in person

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.

Qualifications:

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.

Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.

About AJ Consulting Group, LLC