What are the responsibilities and job description for the W2 Only_Sr Quantitative Developer position at My3Tech?
Sr Quantitative Developer
Jersey City, NJ- Onsite 3 Day a week
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.
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 :
