What are the responsibilities and job description for the Sr Quantitative Developer position at RapidIT, Inc?
Job Details
Role: Sr Quantitative Developer
Location: Jersey City, NJ
Duration: 12 Months
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.
Job 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
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