Description

You will build and maintain market risk models, implementing VaR, MTM passthrough, and ETF risk methodologies. This role is hybrid.

Responsibilities

• Develop and implement market risk models within a quantitative framework.
• Implement VaR, MTM passthrough, and ETF risk methodologies.
• Collaborate with stakeholders to solve complex quantitative problems.
• Manage data and modeling workflows using SQL and programming languages.

Required Skills

• 5+ years of experience in market risk modeling.
• Proficiency in SQL.
• Experience with VaR and MTM calculations.
• Experience with ETF risk methodologies.
• Strong mathematical or statistical problem-solving abilities.
• Master’s degree in Financial Engineering, Mathematics, Statistics, or a related field.

Preferred Skills

• Experience with Python, R, or Matlab.

Key Skills

Education

Any Gradute