What are the responsibilities and job description for the Quantitative Developer position at Right Hire Consulting LLC?
We are seeking a highly skilled Quantitative Risk Analyst to support risk modeling, financial analysis, and market risk assessment for ETFs. This contract role offers the opportunity to work with leading risk management teams and contribute to innovative Hybrid VaR models . The ideal candidate will have expertise in financial modeling, quantitative analysis, and SQL programming .
Key Responsibilities
- Risk Model Development : Research and prototype risk models for newly issued ETFs .
- Hybrid VaR Expansion : Extend Hybrid VaR as a benchmark for existing Value-at-Risk (VaR) methodologies .
- MTM Passthrough Support : Assist in NSCC (National Securities Clearing Corporation) MTM passthrough efforts .
- Stakeholder Collaboration : Communicate model specifications effectively with Market Risk and Risk Technology teams .
Required Qualifications
Preferred Skills
Why Join Us?
If you have a strong quantitative background and a passion for financial risk modeling , apply today!