Quantitative Developer

5 Star Recruitment
Jersey City, NJ
Job Description
Quantitative Developer responsible for researching and prototyping risk models for newly issued ETFs, extending the scope of the Hybrid VaR as a benchmark for existing VaR methodology, and facilitating model specification and communication with stakeholders.

Requirements

  • 5 years of experience in financial market risk management and quantitative modeling
  • Masters degree in quantitative disciplines
  • Proficient in SQL, R, Python, Matlab, or other high-level programming languages
  • Hands on experience in developing complex financial models
  • Solid equity production knowledge, especially ETFs
  • Detail oriented and team player
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