Quant Developer/ Market Risk Management/ETF

We need: A senior Quantitative developer with extensive experience in financial market risk management and quantitative modeling, 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. Candidates must experience in Quantitative Research and prototype risk model for newly issued ETFs. Candidates must Extend the scope for the Hybrid VaR as an benchmark for existing VaR methodology. Assist the NSCC MTM passthrough effort.

• CANDIDATES MUST HAVE RECENT ETF (Exchange traded Funds) EXPERINCE OUTLINED ON THE RESUME.
• Candidates must have Long Projects/Good Tenure, Excellent communication skills and a State issued ID (Not Bills) showing they are Local.
  
  

Required Location: Hybrid/Midtown New York City 3 days a week.

Interview Required: Video

Candidates must be LOCAL to the NEW YORK or NEW JERSEY area and COMMUTE into the office THREE TIMES A WEEK. NO RELOCATION CONSIDERED.

• PLEASE Only send me candidates in the NY/NJ area Open to hybrid.
  
  

Job Description

Looking for 5 years of experience in financial market risk management and quantitative modeling, 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.

• must have ETF knowledge
  
  

Prescreening Question To Submit With Candidates

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.

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
• Detail oriented and team player.
  
  

If you are interested or have any references please share resume at mukul@brightmindsol.com.