What are the responsibilities and job description for the Quantitative Developer (Hybrid) position at RaiZan Solutions?
Quantitative Developer (DTC1JP00003299)
Location: Jersey City, NJ (Hybrid)
Raizan Solutions LLC is hiring for their client as a direct hire, and the company does not charge candidates.
Contract Only – Extension Based on Performance!
Primary Responsibilities:
Research & Prototyping: Develop risk models for newly issued ETFs.
VaR Methodology Enhancement: Expand the scope for Hybrid VaR as a benchmark for existing VaR methodologies.
Market-to-Market Passthrough: Assist in the NSCC MTM passthrough effort.
Stakeholder Collaboration: Define model specifications and communicate effectively with Market Risk and Risk Technology teams.
Must Have Qualifications:
5 years of experience in financial market risk management and quantitative modeling.
Master’s degree in a quantitative discipline.
Proficiency in SQL; additional experience in high-level programming languages (R, Python, Matlab) is a plus.
Hands-on experience in developing complex financial models.
Solid equity product knowledge, especially ETFs.
Strong attention to detail and a team-oriented mindset.
Additional Information:
Position Type: Contract – Potential for Extension Based on Performance.
Work Mode: Hybrid (Jersey City, NJ).
Industry: Financial Services.
Join a team at the forefront of financial market risk management! Apply today and take your expertise to the next level.
