What are the responsibilities and job description for the Quantitative Developer position at SpeakEZ Virtual Solutions LLC?
Job Description
Job Description
Summary Job Description :
We seek a detail-oriented and experienced Risk Model Analyst to join our client's team for a 6-month contract . This role focuses on developing and extending risk models, particularly for ETFs while collaborating with key stakeholders to ensure robust risk management practices. The ideal candidate will have strong quantitative modeling skills, hands-on experience with complex financial models, and a solid understanding of equity products and ETFs.
Your Primary Responsibilities :
- Research and prototype risk model for newly issued ETFs.
- Extend the scope for the Hybrid VaR as a 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 :
