Quantitative Developer

Hybrid

Philadelphia, United states

Mid level

Freelance

24-07-2025

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Expired

Skills

Communication Python Matlab SQL Risk Management Research Programming

Job Specifications

Greetings,

Hope you are doing great

Position: Quantitative Developer

Duration: 12 Months

Location: Jersey City, NJ(Hybrid)

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 years of experience in financial market risk management and quantitative modeling

* Master's degree in quantitative disciplines

* Proficient in SQL, any other high level programming languages, such as R, Python, Matlab, is a plus

* Hands on experience on developing complex financial models.

* Solid equity production knowledge, especially ETFs

* Detail oriented and team player

Thank and Regards

Sanyam Kumar

Sr Technical Recruiter

Stier Solutions Inc.

A. 4080 McGinnis Ferry Rd, Suite #1406, Alpharetta, GA 30005

T. 678-268-0669| E. sanyam@stiersol.com | www.Stiersol.com

About the Company

Stier Solutions Inc is the fast growing global leader in next-generation digital services. We are an End to End IT Solutions provider in various fields. Know more