What are the responsibilities and job description for the Quantitative Developer - Financial market position at Seternity Solutions?
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.
Job Type: Contract
Pay: $85.00 - $90.00 per hour
Expected hours: 40 per week
Benefits:
- 401(k)
- Dental insurance
- Health insurance
Schedule:
- Monday to Friday
Experience:
- financial market risk management and quantitative modeling: 5 years (Required)
- SQL: 1 year (Required)
- developing complex financial models: 1 year (Required)
- Solid equity production: 1 year (Required)
Work Location: In person
Salary : $85 - $90
