Quantitative Developer
MDAEdge · Jersey City, NJ · 4 mo ago
On-siteInformation TechnologyFull-time
Skills
- Financial Market Risk Management and Quantitative Modeling
- SQL
- Python
- MATLAB
- Complex Financial Models
- VaR methodology
Your 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.
- Aid the NSCC MTM passthrough effort.
- Facilitate model specification and communication with stakeholders such as Market Risk, and Risk Technology team.
Basic 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.