What are the responsibilities and job description for the Financial Market Risk Management & Quantitative Modeling Specialist (ETF Focus)-Quant Developer position at Amtex Systems Inc?
Job Description
Job Description
Financial Market Risk Management & Quantitative Modeling Specialist (ETF Focus)
About the Role :
We are seeking a highly motivated and experienced Financial Market Risk Management & Quantitative Modeling Specialist to join our team. This role will focus on developing, validating, and implementing risk models, with a particular emphasis on Exchange Traded Funds (ETFs) and other equity products. The ideal candidate will have a strong quantitative background, hands-on experience building complex financial models, and a deep understanding of ETF market dynamics. This position offers the opportunity to contribute significantly to our risk management framework and collaborate with key stakeholders across the organization.
Primary Responsibilities :
- Research and prototype risk models for newly issued ETFs.
- Extend the scope of the Hybrid VaR model as a benchmark for existing VaR methodologies.
- Assist with the NSCC MTM passthrough effort.
- Facilitate model specification and communication with stakeholders, including Market Risk and Risk Technology teams.
Qualifications :
Prescreening Question (Please submit with your application) :
Can you walk me through your experience in developing and validating financial risk models, particularly for ETFs or other equity products?
Please include specific examples of the methodologies and tools (e.g., VaR models, SQL, Python) you used, and how you collaborated with stakeholders to implement these models effectively.
