Quantitative Developer

Job DescriptionJob DescriptionQuantitative DeveloperThe role of a Quantitative Developer is pivotal within a financial institution, utilizing advanced programming skills and statistical methods to create algorithms that drive trading strategies and risk management solutions. Quantitative Developers bridge the gap between finance and technology, working...

About the job Quantitative Developer Your Primary Responsibilities: Research and prototype risk model for newly issued ETFs. Extend the scope for the Hybrid VaR as an benchmark for existing VaR methodology. Assist the NSCC MTM passthrough effort. Facilitate model specification and communication with stakeholders such as Market Risk, and Risk Technology...

Skills: Financial Market Risk Management and Quantitative Modeling, SQL, Python, MATLAB, Complex Financial Models, VaR methodology. Your Primary Responsibilities: Research and prototype risk model for newly issued ETFs. Extend the scope for the Hybrid VaR as a benchmark for existing VaR methodology. ssist the NSCC MTM passthrough effort. ...

Job DescriptionJob DescriptionThe Quantitative Developer will be pivotal in researching and prototyping risk models for newly issued ETFs. This role will also involve extending the scope of the Hybrid VaR as a benchmark for existing VaR methodology and assisting with the NSCC MTM passthrough effort. You will facilitate model specifications and ensure clear...

Job DescriptionJob DescriptionSummary Job Description:We seek a detail-oriented and experienced Risk Model Analyst to join our client's team for a 6-month contract. This role focuses on developing and extending risk models, particularly for ETFs while collaborating with key stakeholders to ensure robust risk management practices. The ideal candidate will...

Skills: financial market risk management and quantitative modeling, SQL, Python, Matlab, complex financial models, VaR methodologyMust have:5 years of experience in financial market risk management and quantitative modelingMaster’s degree in quantitative disciplinesProficient in SQL, any other high level programming languages, such as R, Python, Matlab, is...

Skills: financial market risk management and quantitative modeling, SQL, Python, Matlab, complex financial models, VaR methodologyMust have:5 years of experience in financial market risk management and quantitative modelingMaster’s degree in quantitative disciplinesProficient in SQL, any other high level programming languages, such as R, Python, Matlab, is...

Job DescriptionJob DescriptionAre you passionate about financial risk management and quantitative modeling? We seek a Risk Modeling Quantitative Analyst to join our dynamic team and lead initiatives that enhance risk methodologies and support ETF innovation. If you have a strong background in market risk, financial modeling, and a detail-oriented mindset,...

Job DescriptionJob DescriptionYour Primary Responsibilities:• Research and prototype risk model for newly issued ETFs.• Extend the scope for the Hybrid VaR as an benchmark for existing VaR methodology.• Assist the NSCC MTM passthrough effort.• Facilitate model specification and communication with stakeholders such as Market Risk, and Risk Technology...

Your Primary Responsibilities:• Research and prototype risk model for newly issued ETFs.• Extend the scope for the Hybrid VaR as an benchmark for existing VaR methodology.• Assist the NSCC MTM passthrough effort.• Facilitate model specification and communication with stakeholders such as Market Risk, and Risk Technology team.Qualifications:• 5...

Your Primary Responsibilities:• Research and prototype risk model for newly issued ETFs.• Extend the scope for the Hybrid VaR as an benchmark for existing VaR methodology.• Assist the NSCC MTM passthrough effort.• Facilitate model specification and communication with stakeholders such as Market Risk, and Risk Technology team.Qualifications:• 5...

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...

Job DescriptionJob DescriptionAbout the jobSenior Quantitative DeveloperJersey City, NJ - Hybrid location1 year Contract plusW2 Pay rate $100/hr.We are looking for someone who is fast learner with positive attitude, who has good quantitative skills, programing skills (Python/SQL) and also some financial modeling skills. Fixed Income/risk management is...

About the job Senior Quantitative Developer Remote Core Solution is working with a client in the Financial Services Industry. This is a Contract role in Jersey City, NJ. Hybrid role - 3 days a week onsite. Remote Core Solutions provides outsourcing solutions. Our client companies range from small businesses to large corporations, and we pride ourselves on...

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 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...

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...

A client of Sharp Decisions Inc. is looking for a Quantitative Developer to be based in Jersey City, NJ. This position is HYBRID (3 days a week onsite). The contract duration is 6 months with possible extension. *W2 only. Your Primary Responsibilities: • Research and prototype risk model for newly issued ETFs. • Extend the scope for the Hybrid VaR as an...

A client of Sharp Decisions Inc. is looking for a Quantitative Developer to be based in Jersey City, NJ. This position is HYBRID (3 days a week onsite). The contract duration is 6 months with possible extension. *W2 only.Increase your chances of reaching the interview stage by reading the complete job description and applying promptly.Your Primary...

Firm Overview:This client specializes in the rigorous development and disciplined implementation of empirically based quantitative trading strategies.Responsibilities:Develop, implement and evaluate quantitative trading models in the global equity marketsContinuously improve trading models and modeling techniquesIdentify orthogonal factors to enhance overall...