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Data Scientist FinTech

Senior Quantitative Developer - ETF Risk & Hybrid VaR

Job in Jersey City, Hudson County, New Jersey, 07390, USA
Listing for: Remote Core Solutions
Full Time position
Listed on 2025-12-01
Job specializations:
  • Finance & Banking
    Data Scientist, FinTech
Job Description & How to Apply Below
A financial services outsourcing company is seeking a Senior Quantitative Developer to work on risk models for ETFs and extend the VaR methodology. The ideal candidate has a Master's degree and at least 5 years of experience in financial market risk management. This hybrid role requires expertise in SQL and potentially R, Python, or Matlab. Competitive contract terms with performance-based extensions.
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Position Requirements
10+ Years work experience
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