Quantitative Developer

Experience level: Mid-senior

Experience required: 5 Years

Education level: Bachelor’s degree

Job function: Information Technology

Industry: Financial Services

Relocation assistance: No

Contract Duration - 6 Months

Visa sponsorship eligibility: No [Only W2 - USC / GC]

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.

Job Type: Contract

Pay: $85.00 - $90.00 per hour

Expected hours: 40 per week

Schedule:

• 8 hour shift
• Monday to Friday

Experience:

• SQL: 6 years (Preferred)
• financial market: 5 years (Preferred)
• risk management: 5 years (Preferred)
• quantitative modeling: 4 years (Preferred)
• Python: 5 years (Preferred)
• Matlab: 5 years (Preferred)
• complex financial models: 5 years (Preferred)
• VaR methodology: 3 years (Preferred)

Work Location: In person

Salary : $85 - $90