Job Description
Company: Sharp Decisions
A client of Sharp Decisions Inc. is looking for a Quantitative Developer to be based in Jersey City, NJ. This position is HYBRID (3 days a week onsite). The contract duration is 6 months with possible extension. *W2 only.
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Your Primary Responsibilities:
• Research and prototype risk model for newly issued ETFs.
• Extend the scope for the Hybrid VaR as an 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
• Master’s 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.