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Quantitative Developer
Job in
Jersey City, Hudson County, New Jersey, 07310, USA
Listed on 2026-08-05
Listing for:
5 Star Recruitment
Full Time
position Listed on 2026-08-05
Job specializations:
-
Finance & Banking
Data Scientist
Job Description & How to Apply Below
Quantitative Developer
Jersey City, New Jersey, United States
About the JobYour 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
- 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.
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