Job Description
Job Description& Role Overview
We are seeking a Quantitative Developer with strong expertise in financial market risk, modeling, and ETF analysis. This role involves developing and enhancing risk models, supporting mark-to-market processes, and collaborating with key stakeholders such as Market Risk and Risk Technology teams. The ideal candidate will have strong analytical and programming skills, along with a deep understanding of equity products and risk methodologies.
Primary Responsibilities
Research and prototype risk models for newly issued ETFs
Extend the scope of Hybrid VaR as a benchmark for existing VaR methodology
Assist with MTM passthrough initiatives
Facilitate model specification and coordinate communication with stakeholders including Market Risk and Risk Technology teams
Qualifications
5 years of experience in financial market risk management and quantitative modeling
Master’s degree in a quantitative discipline
Proficient in SQL; experience with other high-level programming languages such as R, Python, or Matlab is a plus
Hands-on experience developing complex financial models
Strong knowledge of equity products, especially ETFs
Detail-oriented and a collaborative team player