Quantitative Developer

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This range is provided by MDA Edge. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

$80.00/hr - $90.00/hr

Skills: Financial Market Risk Management and Quantitative Modeling, SQL, Python, MATLAB, Complex Financial Models, VaR methodology.

Your Primary Responsibilities:

• Research and prototype risk models for newly issued ETFs.
• Extend the scope for the Hybrid VaR as a benchmark for existing VaR methodology.
• Assist the NSCC MTM passthrough effort.
• Facilitate model specification and communication with stakeholders such as Market Risk and the Risk Technology team.

Basic Qualifications:

• 5 years of experience in financial market risk management and quantitative modeling.
• Master's degree in quantitative disciplines.
• Proficient in SQL; experience with other high-level programming languages such as R, Python, MATLAB is a plus.
• Hands-on experience developing complex financial models.
• Solid equity production knowledge, especially related to ETFs.
• Detail-oriented and a team player.

Must have:

• 5 years of experience in financial market risk management and quantitative modeling.
• Master's degree in quantitative disciplines.
• Proficient in SQL; experience with other high-level programming languages such as R, Python, MATLAB is a plus.
• Hands-on experience developing complex financial models.
• Solid equity production knowledge, especially related to ETFs.
• Detail-oriented and a team player.

Seniority level

• Mid-Senior level

Employment type

• Full-time

Job function

• Other

Industries

• IT Services and IT Consulting