Hybrid Value at Risk (VaR) model to serve as a benchmark for the existing VaR methodology. Support efforts related to Mark... risk management and quantitative modeling. Master’s degree in a quantitative field. Strong proficiency in SQL; experience...
Software Guidance & Assistance, Inc., (SGA), is searching for a Quantitative Developer for a CONTRACT assignment... with one of our premier Financial Services clients in Jersey City, NJ. Responsibilities: Research and prototype risk model for newly...
Position: - Quantitative Developer Location: - Jersey City, NJ (Hybrid) Job Description Your Primary... Responsibilities: Research and prototype risk model for newly issued ETFs. Extend the scope for the Hybrid VaR as an benchmark...
Quantitative Developer Jersey City, NJ (Onsite) Responsibilities: Research and prototype risk model for newly... issued ETFs. Extend the scope for the Hybrid VaR as a benchmark for existing VaR methodology. Assist the NSCC MTM...
The Quantitative Developer will be pivotal in researching and prototyping risk models for newly issued ETFs. This role... of financial modeling and risk management. As a Quantitative Developer, you will contribute to innovative projects that directly...
We need: A senior Quantitative developer with extensive experience in financial market risk management and quantitative...) showing they are Local. Required Location: Hybrid/Midtown New York City 3 days a week. Interview Required: Video...
Job Description: Our client, a large financial services organization, is seeking a Quantitative Developer... in Jersey City, NJ. Responsibilities Research and prototype risk models for newly issued ETFs. Expand the scope of the...