Quantitative Developer

Are you passionate about financial risk management and quantitative modeling?

We seek a Risk Modeling Quantitative Analyst to join our dynamic team and lead initiatives that enhance risk methodologies and support ETF innovation. If you have a strong background in market risk, financial modeling, and a detail-oriented mindset, this role is perfect for you.

Key Responsibilities

As a Risk Modeling Quantitative Analyst, you’ll play a pivotal role in shaping our risk management framework by:

• Developing and Prototyping Risk Models: Conduct in-depth research and prototype advanced risk models for newly issued ETFs, ensuring robust and reliable risk assessment.
• Enhancing VaR Methodologies: Expand the scope of Hybrid VaR as a benchmark, optimizing and complementing existing Value at Risk (VaR) methodologies.
• Supporting NSCC MTM Passthrough Efforts: Assist in initiatives aimed at improving margin transparency and efficiency.
• Stakeholder Collaboration: Act as a liaison between the Market Risk and Risk Technology teams to specify, communicate, and implement advanced risk models effectively.
  
  

What You Bring

We’re looking for a candidate with the following qualifications:

• Educational Background: Master’s degree in a quantitative discipline (e.g., Finance, Mathematics, Statistics, or related fields).
• Professional Experience: 5 years in financial market risk management and quantitative modeling, with hands-on expertise in developing complex financial models.
• Technical Proficiency: Strong skills in SQL and at least one high-level programming language such as Python, R, or Matlab.
• Equity and ETF Knowledge: Solid understanding of equity products, with a particular focus on ETFs.
• Soft Skills: Highly detail-oriented, collaborative, and a team player with strong communication skills.
  
  

Why Join Us?

This role offers the opportunity to work at the forefront of financial risk management and ETF innovation. You’ll collaborate with industry-leading professionals, contribute to cutting-edge risk methodologies, and make a significant impact on the organization’s strategic initiatives.

Take the Next Step

If you’re ready to advance your career in risk modeling and want to be part of a forward-thinking team, we’d love to hear from you. Apply today and let’s drive innovation in financial risk management together!

Skills: financial modeling,market risk,matlab,stakeholder management,r,financial risk management,quantitative modeling,equity products,python,etfs,quantitative analytics,sql,programming foundations