Description

You will develop, refine, and prototype risk models for a quantitative finance environment, focusing on equity production and ETFs.

This role is on-site.

Responsibilities

• Research and prototype risk models for newly issued ETFs.
• Extend Hybrid VaR scope to serve as a benchmark for existing VaR methodology.
• Assist with the NSCC MTM passthrough effort.
• Facilitate model specification and communicate technical requirements to Market Risk and Risk Technology stakeholders.

Required Skills

• 5+ years of experience in financial market risk management and quantitative modeling.
• Hands-on experience developing complex financial models.
• Deep knowledge of equity production, specifically focusing on ETFs.
• Proficiency in SQL.
• Experience with high-level programming languages such as Python or Matlab.
• Master's degree in a quantitative discipline.

Key Skills

Education

Master's degree