What are the responsibilities and job description for the Sr Quantitative Developer position at ERPA?
Job Details
Title: Sr Quantitative Developer
Location: Jersey City,NJ
Type: Contract
Description:
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
Required Skills : 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.
Regards
Dharma Teja Kotagiri
ERP Analysts, Inc.
425 Metro Place | North Ste# 510|Dublin|OH|43017
Mobile: | Office: Ext: 7199
| Fax:
Workday Certified Partner |Oracle Gold Partner | CMMI Level3
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