Senior Quantitative Developer - ETF Risk & Hybrid VaR

A financial services outsourcing company is seeking a Senior Quantitative Developer to work on risk models for ETFs and extend the VaR methodology. The ideal candidate has a Master's degree and at least 5 years of experience in financial market risk management. This hybrid role requires expertise in SQL and potentially R, Python, or Matlab. Competitive contract terms with performance-based extensions. #J-18808-Ljbffr