Right Hire Consulting
About the job Quantitative Developer
We are seeking a highly skilled
Quantitative Risk Analyst
to support
risk modeling, financial analysis, and market risk assessment
for ETFs. This contract role offers the opportunity to work with leading risk management teams and contribute to innovative
Hybrid VaR models . The ideal candidate will have expertise in
financial modeling, quantitative analysis, and SQL programming .
Key Responsibilities
Risk Model Development:
Research and prototype risk models for newly issued
ETFs . Hybrid VaR Expansion:
Extend
Hybrid VaR
as a benchmark for existing
Value-at-Risk (VaR) methodologies . MTM Passthrough Support:
Assist in
NSCC (National Securities Clearing Corporation) MTM passthrough efforts . Stakeholder Collaboration:
Communicate model specifications effectively with
Market Risk and Risk Technology teams . Required Qualifications
5+ years
of experience in
financial market risk management and quantitative modeling . Masters degree
in a
quantitative discipline
(Finance, Mathematics, Statistics, or a related field). Proficiency in SQL
and at least one high-level programming language ( Python, R, Matlab, etc. ). Hands-on experience
in developing and implementing
complex financial models . Strong knowledge of
equity markets and ETF structures . Detail-oriented team player
with excellent analytical and problem-solving skills. Preferred Skills
Experience working with
VaR methodologies and financial risk frameworks . Strong background in
quantitative research and statistical modeling . Prior experience in
market risk teams within financial institutions . Why Join Us?
Work on
cutting-edge financial models
impacting risk management strategies. Collaborate with top-tier risk professionals and
industry experts . Opportunity for contract
extension based on performance .
If you have a
strong quantitative background
and a passion for
financial risk modeling , apply today!
We are seeking a highly skilled
Quantitative Risk Analyst
to support
risk modeling, financial analysis, and market risk assessment
for ETFs. This contract role offers the opportunity to work with leading risk management teams and contribute to innovative
Hybrid VaR models . The ideal candidate will have expertise in
financial modeling, quantitative analysis, and SQL programming .
Key Responsibilities
Risk Model Development:
Research and prototype risk models for newly issued
ETFs . Hybrid VaR Expansion:
Extend
Hybrid VaR
as a benchmark for existing
Value-at-Risk (VaR) methodologies . MTM Passthrough Support:
Assist in
NSCC (National Securities Clearing Corporation) MTM passthrough efforts . Stakeholder Collaboration:
Communicate model specifications effectively with
Market Risk and Risk Technology teams . Required Qualifications
5+ years
of experience in
financial market risk management and quantitative modeling . Masters degree
in a
quantitative discipline
(Finance, Mathematics, Statistics, or a related field). Proficiency in SQL
and at least one high-level programming language ( Python, R, Matlab, etc. ). Hands-on experience
in developing and implementing
complex financial models . Strong knowledge of
equity markets and ETF structures . Detail-oriented team player
with excellent analytical and problem-solving skills. Preferred Skills
Experience working with
VaR methodologies and financial risk frameworks . Strong background in
quantitative research and statistical modeling . Prior experience in
market risk teams within financial institutions . Why Join Us?
Work on
cutting-edge financial models
impacting risk management strategies. Collaborate with top-tier risk professionals and
industry experts . Opportunity for contract
extension based on performance .
If you have a
strong quantitative background
and a passion for
financial risk modeling , apply today!