What are the responsibilities and job description for the Quanitative Developer position at SKILL BIRD?
Job Title -: Quanitative Developer
Location: : Hybird (2-3 days on site mandatory) Jersey City, NJ
Duration: 6 Months
INTERVIEW MODE: - Phone Video
Visa Requisition : USC/GC Only
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