Overview
On Site
Full Time
Skills
Research
Value At Risk
MTM
Communication
Risk Management
Market Risk
Management
Modeling
SQL
Programming Languages
R
Python
MATLAB
Finance
Attention To Detail
Job Details
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
Masters 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.
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
Masters 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.