Risk Analysis Specialist

5 days ago


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

Senior Quantitative Developer Position
Remote Core Solutions is seeking a highly experienced senior quantitative developer to join our team.

In this role, you will be responsible for researching and prototyping risk models for newly issued ETFs, extending the scope of the Hybrid VaR benchmark for existing VaR methodologies, and assisting the NSCC MTM passthrough effort.

You will work closely with stakeholders such as Market Risk and Risk Technology teams to facilitate model specification and communication.

The ideal candidate will have a strong background in financial market risk management and quantitative modelling, with experience in developing complex financial models and working with stakeholders.

The successful candidate will be a detail-oriented and team player with a solid understanding of equity production, particularly ETFs.

We offer a dynamic work environment with opportunities for professional growth and development.

Responsibilities
Research and prototype risk models for newly issued ETFs
Extend the scope of the Hybrid VaR benchmark for existing VaR methodologies
Assist the NSCC MTM passthrough effort
Facilitate model specification and communication with stakeholders



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