Quantitative Developer

Overview

On Site
Accepts corp to corp applications
Contract - Independent
Contract - W2
Contract - 6 month(s)

Skills

Oracle UCM
Recruiting
LinkedIn
Oracle Linux
Jersey
Performance Appraisal
Research
Value At Risk
MTM
Communication
Risk Management
Market Risk
Management
Modeling
SQL
Programming Languages
R
Python
MATLAB
Finance
Attention To Detail
IMG
SAINT
Technical Direction

Job Details

Hope you are doing well. This is Dheeraj from Stellent IT.

We are hiring for the given job requirement. If you are interested in this role then please share below details:

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Job Role: Quantitative Developer

Location: Jersey City, NJ (Hybrid)

Duration: Long term (Contract Only- will be extended upon performance evaluation)

Interview Process: 2 rounds - 2nd round in person

Primary Responsibilities:

Research and prototype risk model for newly issued ETFs.

Extend the scope for the Hybrid VaR as a 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.

Dheeraj Galav

Senior Technical Recruiter

Email:

Address:
505 Knolle Court
Saint Augustine, FL 32092

Telephone:

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