eTeam
Job: Quantitative Analyst/Specialist
Duration: 6+ Months
Job Description: our Primary Responsibilities: • Research and prototype risk model for equities and crypto-related ETFs. • Extend the scope for the Hybrid VaR as an benchmark for existing VaR methodology. • Assist the NSCC Stress Testing model performance reporting and monitoring. • Maintain and update model documentation • 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 equities and ETFs • Detail oriented and team player.
Job Description: our Primary Responsibilities: • Research and prototype risk model for equities and crypto-related ETFs. • Extend the scope for the Hybrid VaR as an benchmark for existing VaR methodology. • Assist the NSCC Stress Testing model performance reporting and monitoring. • Maintain and update model documentation • 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 equities and ETFs • Detail oriented and team player.