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Financial Risk Management Specialist

3 weeks ago

Jersey City, New Jersey, United States Remote Core Solutions Full time

Job Summary

Risk 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.

Qualifications

  • 5 years of experience in financial market risk management and quantitative modeling
  • Masters degree in quantitative disciplines
  • Proficient in SQL, high level programming languages like R, Python, Matlab, is a plus
  • Hands on experience in developing complex financial models
  • Solid equity production knowledge, especially ETFs
  • Detail oriented and team player

About Remote Core Solutions

We are a provider of outsourcing solutions with clients ranging from small businesses to large corporations. We match candidates with roles where they can thrive and make a significant impact.

Contract Details

This contract will be extended depending on performance. The hybrid role involves 3 days per week onsite work in Jersey City, NJ.

Estimated Salary: $120,000 - $180,000 per year (based on location and job requirements)