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Remote Core Solutions

Senior Quantitative Developer

Remote Core Solutions, Jersey City, New Jersey, United States, 07390


About the job Senior Quantitative Developer

Remote Core Solution is working with a client in the Financial Services Industry. This is a Contract role in Jersey City, NJ. Hybrid role - 3 days a week onsite.

Remote Core Solutions provides outsourcing solutions. Our client companies range from small businesses to large corporations, and we pride ourselves on matching candidates with roles where they can thrive and make a significant impact.

Note:

Contract will be extended depending upon performance

Job SummaryResearch 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 modelingMasters degree in quantitative disciplines

Proficient in SQL, any other high level programming languages, such as R, Python, Matlab, is a plusHands on experience on developing complex financial models.Solid equity production knowledge, especially ETFsDetail oriented and team player.