Quantitative Developer Job at Five Star Enterprise (UK), Jersey City, NJ

bjVSSVNIOGRMNFpZZlJTdTgvR1Zab2YvSnc9PQ==
  • Five Star Enterprise (UK)
  • Jersey City, NJ

Job Description

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
  • Masters 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.

Must have:

  • 5 years of experience in financial market risk management and quantitative modeling
  • Masters 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 Tags

Similar Jobs

CHRISTUS Health

Physician - Pediatric Nephrology (PRN) Job at CHRISTUS Health

 ...Description Summary: The Division of Nephrology of the Department of Pediatrics at Baylor College of Medicine has an opening for a part-time PRN/hourly faculty position at CHRISTUS Children's. This position comes with a faculty appointment within the Department... 

Advantage Recruiting Group

Occupational Therapist Job at Advantage Recruiting Group

 ...seeking a dynamic and innovative Occupational Therapist (OT) who thinks outside the box and enjoys incorporating playful, engaging elements into therapy sessions. The ideal candidate will be comfortable collaborating with a multidisciplinary team, effectively communicating... 

Shop Talulah

Customer Service Representative Job at Shop Talulah

 ...Service Representative to assist customers with our online store. Hours are from 9:00 a.m. to 5:00 p.m. Monday through Friday. We seek...  ...environment a plus Job Type: Full-time Pay: $20.00 - $24.00 per hour Expected hours: 32 40 per week Benefits: ~401(... 

Ellaway Blues Consulting

Investment Banking - Finance Manager Job at Ellaway Blues Consulting

 ...Our client is seeking a driven Finance Manager to join their dynamic finance team. This is an exceptional opportunity for a Senior Analyst or First-Year Associate from Investment Banking who is eager to transition into a strategic finance role within a fast-paced, high... 

Barclays Bank PLC

Assistant Vice President, US Consumer Bank Audit Job at Barclays Bank PLC

 ...As an Assistant Vice President in US Consumer Bank Audit, you will be instrumental in building and sustaining positive client relationships. Your communication skills will help you effectively liaise with clients, ensuring their needs are met and expectations exceeded...