Job Description: Our client, a large financial services organization, is seeking a Quantitative Developer for a minimum 6 month hybrid contract position. You can only onboard as a W2 employee. This position requires 3 days a week on-site in Jersey City, NJ.

Responsibilities

Research and prototype risk models for newly issued ETFs.

Expand the scope of the Hybrid VaR methodology as a benchmark for existing VaR models.

Contribute to the NSCC MTM passthrough initiative.

Collaborate with Market Risk and Risk Technology teams to specify and communicate model requirements.

Qualifications

Required:

At least 5 years of experience in financial market risk management and quantitative modeling.

Master’s degree in a quantitative discipline (e.g., Mathematics, Statistics, Financial Engineering).

Strong proficiency in SQL and experience with high-level programming languages (e.g., R, Python, Matlab).

Hands-on experience developing complex financial models.

Solid understanding of equity products, particularly ETFs.

Detail-oriented and a strong team player.

Preferred:

Experience with VaR models and hybrid methodologies.

Previous collaboration with risk management teams in a financial services environment.

This opportunity allows you to contribute to high-impact projects and work with a collaborative and dynamic team. If you have the expertise in financial risk modeling and are ready for your next challenge, apply today!

Flexible work from home options available.