Quantitative Developer (DTC1JP00003432) Jersey City, NJ

Quantitative Developer (DTC1JP00003432) Jersey City, NJ ESRhealthcare and EXEC STAFF RECRUITERS | Career Page

Quantitative Developer (DTC1JP00003432) Jersey City, NJ

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Job Description

financial market risk management and quantitative modeling, SQL, R, Python, Matlab, complex financial models., ETFs

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Experience level

Mid-senior Experience required

10 Years Education level

Bachelors degree Job function

Information Technology Industry

Financial Services Pay rate

Total position

1 Relocation assistance

No Visa sponsorship eligibility

No

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

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.

Working Place

Jersey City, NJ usa

Company

ESR Healthcare

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