Financial Risk Model Validation Professional

Financial Risk Modeling OpportunityWe are searching for a talented Senior Financial Risk Modeler to join our team at My3Tech in Jersey City, NJ.Job Summary:This role involves designing, implementing, and maintaining advanced risk models for our clients.Key Tasks:Research and develop risk models for various assets.Expand the Hybrid VaR methodology for more...

Job DescriptionAbout Synergistic Systems IncSynergistic Systems Inc is a leading financial services organization seeking a skilled Quantitative Developer for a minimum 6 month hybrid contract position.This role requires a 3-day on-site commitment in Jersey City, NJ. Our team collaborates with Market Risk and Risk Technology teams to specify and communicate...

Job OverviewWe are seeking a highly skilled Quantitative Risk Modelling Expert to join our team at Edwards Talent Solutions.About the RoleThe successful candidate will play a pivotal role in shaping our risk management framework by developing and prototyping advanced risk models for newly issued ETFs, ensuring robust and reliable risk assessment.Key...

Saxon Global is a leading organization in the financial industry, committed to delivering exceptional services and solutions. As a Senior Quantitative Analyst on our team, you will play a crucial role in shaping our risk management strategies.Job SummaryWe are seeking an experienced Senior Quantitative Analyst to join our Quantitative Risk Management group....

About ZAR IT SolutionsZAR IT Solutions is a leading provider of technology solutions to the financial industry. Our Government Securities Division (GSD) is responsible for providing real-time trade matching, clearing, risk management, and netting for trades in US Government debt issues. We are seeking a talented Senior Quantitative Developer to join our team...

Job OverviewJefferies LLC is seeking a highly skilled Quantitative Equity Risk Modeler to join our team in Jersey City, NJ. As a key member of our risk management group, you will be responsible for developing, testing, and maintaining equity risk models that measure risks from market movements of the company's trading and holdings.The ideal candidate will...

Job Summary:Shya Workforce Solutions is seeking an experienced Quantitative Developer to lead our risk management efforts. In this role, you will be responsible for developing and implementing advanced risk models, collaborating with cross-functional teams, and driving business growth through data-driven insights.Main Responsibilities:Design and deploy risk...

Job Title: Senior Quantitative DeveloperJob Description:The Government Securities Division (GSD) of the Fixed Income Clearing Corporation (FICC) is seeking a skilled Senior Quantitative Developer to join our team. As a key member of our risk management group, you will be responsible for maintaining and enhancing in-house fixed income risk models.In this...

**Required Skills and Qualifications**To succeed in this role, you will need:5 years of experience in financial market risk management and quantitative modelingMasters degree in quantitative disciplinesProficient in SQL and high-level programming languages such as R, Python, or MatlabHands-on experience in developing complex financial modelsSolid equity...

Risk Modeling Expert WantedMy3Tech seeks a highly skilled Risk Modeling Specialist to develop and implement advanced risk models for our clients.Job Overview:This position requires a strong background in financial market risk management and quantitative modeling.Responsibilities:Design and deploy risk models for various asset classes.Enhance the Hybrid VaR...

Job DescriptionWe are seeking a highly skilled Financial Modeler to facilitate model specification and communication with stakeholders such as Market Risk, and Risk Technology team.Key Responsibilities:Develop complex financial models using R, Python, Matlab, or other high-level programming languages.Collaborate with the Market Risk and Risk Technology teams...

A leading Public utility Industry seeks a skilled Quantitative Analyst. This is a contract opportunity with long-term potential and is located in Jersey City, NJ (Hybrid).Job Summary:This role involves maintaining and enhancing in-house fixed income risk models, designing and producing model performance metrics and reports, and independently formatting and...

Job DescriptionWe are seeking a highly motivated Financial Risk Management Specialist to join our equity derivatives team in Jersey City, NJ. As a key member of our team, you will be responsible for developing and maintaining complex mathematical models used to measure risks associated with our trading and holding activities.Main Responsibilities- Develop,...

Job SummaryRisk models for newly issued ETFs need to be researched and prototyped. The Hybrid VaR should be extended as a benchmark for the existing VaR methodology. The NSCC MTM passthrough effort requires assistance. Model specification and communication with stakeholders such as Market Risk, and Risk Technology team is also necessary.Qualifications5 years...

About the RoleThe Associate Director, Senior Quantitative Analyst will work closely with model owners and developers to perform hands-on validation and review of our organization's model inventory in accordance with validation procedures and standards.

About the RoleThe Quantitative Risk Director will be responsible for leading the development and support of fixed income risk models and methodologies at DTCC. This role involves conducting quantitative research and analysis related to fixed income model development, maintenance, and performance monitoring.Responsibilities:Develop and maintain fixed income...

Job DescriptionAs a Model Risk Management Associate, you will play a critical role in ensuring the accuracy and reliability of SMBC's financial models. Reporting to the Risk Model Validation Executive Director, you will partner with stakeholders across the firm, including model owners, developers, IT, audit, senior management, and the Board. Your primary...

**Job Description**We are seeking an experienced Quantitative Developer to join our team in Risk Management. As a Quantitative Developer, you will be responsible for designing and implementing complex risk models for newly issued ETFs. Your expertise will play a critical role in shaping our Hybrid VaR methodology as a benchmark for existing VaR practices.

Risk Management RoleThis is a critical role within Underground Administration that requires a strong understanding of financial risk management principles and regulatory requirements. The Associate Director, Risk Aligned Compliance will be responsible for ensuring that the organization's financial risks are identified, assessed, and mitigated effectively.Key...

Financial Services Career OpportunitySoftware Guidance and Assistance, Inc. (SGA) is recruiting for a Fixed Income Risk Expert to work on a contract assignment with one of our prominent financial services clients in New Jersey.Job Summary:We are seeking an experienced professional to maintain and enhance in-house fixed income risk models. The ideal candidate...