What are the responsibilities and job description for the Quantitative Developer - Hybrid Jersey City position at Integrity Careers LLC?
Please note: This is a contract position with the possibility of extension based on performance.
Key Responsibilities:
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Key Responsibilities:
- Conduct research and develop prototype risk models for newly issued exchange-traded funds (ETFs)
- Enhance the scope of the Hybrid Value at Risk (VaR) model to serve as a benchmark for the existing VaR methodology
- Support efforts related to Mark-to-Market (MTM) passthrough processes
- Collaborate with stakeholders, including the Market Risk team and Risk Technology team, to define and communicate model specifications
- Minimum of five years of experience in financial market risk management and quantitative modeling
- Master’s degree in a quantitative field
- Strong proficiency in SQL; experience with R, Python, or Matlab is a plus
- Hands-on experience in developing complex financial models
- Solid understanding of equity products, particularly ETFs
- Detail-oriented with strong teamwork and communication skills
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