Quantitative Developer 

Location: Iselin, New Jersey - Hybrid - 3 days a week onsite

Contract Only ($65 W2)

Interview Process: 2 rounds- 2nd round in person (onsite Interview)

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:

* 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.