What are the responsibilities and job description for the Quantitative Developer position at PsychSearch Professionals?
Your Primary Responsibilities
Skills: etfs,models,complex financial models,market risk,financial market risk management,quantitative modeling,sql,r,python,communication,risk,modeling,languages,management,matlab
- 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: etfs,models,complex financial models,market risk,financial market risk management,quantitative modeling,sql,r,python,communication,risk,modeling,languages,management,matlab
Salary : $80 - $90
