Quantitative Risk Model Developer

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...

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....

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...

Research and Development OpportunityA unique chance to research and prototype risk models for newly issued ETFs is available. This role requires expertise in financial market risk management and quantitative modeling. If you have a masters degree in quantitative disciplines and hands-on experience in developing complex financial models, this could be an...

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 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.

Job OverviewWe are seeking a highly skilled Quantitative Risk Director to lead our Quantitative Risk Management Team (QRM). The successful candidate will be responsible for developing and supporting models and methodologies for quantifying risk within DTCC.Key Responsibilities:Lead the development and support of fixed income risk models and...

Contract Opportunity in New JerseySoftware Guidance and Assistance, Inc. (SGA) is seeking a Quantitative Modeling Specialist for a contract assignment with one of our premier financial services clients in New Jersey.Responsibilities:Maintain and enhance in-house fixed income risk models.Design and produce model performance metrics and reports to support...

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...

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 DescriptionWe are seeking a skilled Quantitative Developer to join our team at ZAR IT Solutions in Jersey City, NJ. This is a 1-year contract plus opportunity with a competitive W2 pay rate of $100/hr.About the role:Implement risk models for fixed income products and assist in research and development of new quantitative methodologies.Collect and...

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 Description:We are seeking a highly skilled Risk Analytics Professional to join our team at Bank of America. As a key member of the Counterparty Credit Risk Portfolio Management (CCRPM) team, you will be responsible for managing counterparty credit risk across the firm at both TOH and legal entity levels. Your expertise in risk analytics and modeling...

Job OverviewThe Government Securities Division (GSD) of the Fixed Income Clearing Corporation (FICC), a subsidiary of ZAR IT Solutions, provides real-time trade matching, clearing, risk management, and netting for trades in US Government debt issues.We are seeking a highly skilled Senior Quantitative Developer to join our team. This role is responsible for...

About the TeamThe Risk Management team at DTCC works to protect the safety and soundness of our systems, identifying, managing, measuring, and mitigating key risk types including credit, market, liquidity, systemic, operational, and technology risks.As a Senior Quantitative Analyst, you will play a critical role in protecting the integrity of our systems and...

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 OverviewTiger Analytics is a leading analytics consulting firm that partners with Fortune 100 companies to drive business value from data.We are seeking a highly skilled Quantitative Risk Analyst to join our team. The ideal candidate will have a strong background in statistics, economics, or a related field and experience working in credit risk...

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...

About the RoleWe are seeking an experienced Senior Quantitative Analyst to join our Model Risk Management team at DTCC. As a critical member of the team, you will be responsible for performing hands-on validation and review of our organization's model inventory in accordance with validation procedures and standards.The ideal candidate will have a strong...