What are the responsibilities and job description for the Quantitative Developer (Contract) position at CGV Wealth Enterprises LLC?
Your Primary Responsibilities
Skills: market risk,etfs,risk management,management,matlab,r,financial modeling,sql,equity production,python
- 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.
- 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.
Skills: market risk,etfs,risk management,management,matlab,r,financial modeling,sql,equity production,python
Salary : $60 - $80
