MDA Edge
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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
#J-18808-Ljbffr
$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
#J-18808-Ljbffr