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Quantitative Developer

Job in Jersey City, Hudson County, New Jersey, 07390, USA
Listing for: 5 Star Recruitment
Full Time position
Listed on 2026-01-26
Job specializations:
  • Finance & Banking
    Data Scientist
Job Description & How to Apply Below

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
  • 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.
Must have
  • 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.
  • Solid equity production knowledge, especially ETFs
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