Overview
Skills
Job Details
Job Title: Quantitative Developer (Risk Modeling / ETFs)
Location: Jersey City, NJ (Hybrid 3 Days Onsite)
Job Type: Contract (Long-term, Performance-Based Extension)
Experience Level: Mid Senior (10+ Years Preferred)
Job Description:
We are seeking a highly skilled Quantitative Developer with deep expertise in financial risk modeling, especially around ETFs and Hybrid VaR methodologies.
You ll join a high-performance risk modeling team working closely with risk analysts and technology teams to build innovative solutions for managing market exposure and valuation models.
Responsibilities:
Design and prototype risk models for newly issued ETFs
Expand the scope and benchmarking of Hybrid VaR frameworks
Support MTM (mark-to-market) passthrough model development
Work cross-functionally with risk and tech teams for model integration
Communicate quantitative outcomes effectively across stakeholders
Qualifications:
Master s degree in a quantitative field (Math, Stats, Finance, etc.)
5+ years experience in financial market risk modeling
Hands-on experience with SQL, and preferably Python, R, or Matlab
Solid understanding of equity products, especially ETFs
Proven background building complex quantitative financial models
Strong interpersonal and analytical skills
Thank you!
Tim Arwell
Sr. Talent Acquisition Specialist | PWSRecruitExt: 405 |