Quantitative Developer

Overview

On Site
$85 - $90
Contract - W2
Contract - 06 Month(s)

Skills

Attention To Detail
Communication
Finance
MATLAB
MTM
Management
Market Risk
Modeling
Programming Languages
Python
R
Research
Risk Management
SQL
Value At Risk
Quantitative Developer

Job Details

Must Have:

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.

Location: Jersey City - Hybrid - 3 days a week onsite

Contract Only- will be extended upon performance evaluation

Interview Process: 2 rounds- 2nd round in person (onsite Interview)

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.

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