Dexian
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Getting frustrated in the job market?? DM me and let me help you! Job Title:
Quantitative Analyst / Specialist
Location:
Jersey City, NJ (Hybrid)
Employment Type:
Contract (with potential for extension based on performance)
Overview We are seeking an experienced and analytical Quantitative Analyst / Specialist to join our team. The ideal candidate will have a strong background in financial market risk management, quantitative modeling, and statistical analysis. This role involves developing, testing, and enhancing risk models, particularly in the areas of equities and ETF products, and collaborating with multiple stakeholders to ensure the accuracy and efficiency of modeling methodologies.
Key Responsibilities
Research, design, and prototype quantitative risk models, with a focus on equities and crypto-related ETFs.
Enhance and extend the existing Hybrid Value-at-Risk (VaR) framework as a benchmark for current methodologies.
Support stress testing, performance monitoring, and ongoing validation of financial models.
Maintain, document, and update model specifications and methodologies to ensure regulatory and operational compliance.
Collaborate closely with stakeholders such as Market Risk, Risk Technology, and other analytical teams to align model design with business and regulatory needs.
Analyze market data, trading exposures, and portfolio performance to identify and communicate key risk drivers.
Contribute to ongoing process improvements and best practices for model governance and performance tracking.
Qualifications
Minimum 5 years of experience in financial market risk management, quantitative analysis, or model development.
Master’s degree in a quantitative discipline such as Finance, Economics, Mathematics, Statistics, Engineering, or a related field.
Proficiency in SQL and at least one high-level programming language (Python, R, or MATLAB preferred).
Proven experience building and implementing complex financial or statistical models.
Strong knowledge of equities, ETFs, and related market products.
Excellent analytical, problem-solving, and communication skills.
Highly detail-oriented, collaborative, and able to work effectively in a team-based environment.
Preferred Skills
Experience with Value-at-Risk (VaR), stress testing, or model validation frameworks.
Familiarity with regulatory risk frameworks and market data analysis tools.
Ability to translate technical findings into actionable insights for business and risk management teams.
Seniority level Mid-Senior level
Employment type Full-time
Job function Information Technology
Referrals increase your chances of interviewing at Dexian by 2x
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Getting frustrated in the job market?? DM me and let me help you! Job Title:
Quantitative Analyst / Specialist
Location:
Jersey City, NJ (Hybrid)
Employment Type:
Contract (with potential for extension based on performance)
Overview We are seeking an experienced and analytical Quantitative Analyst / Specialist to join our team. The ideal candidate will have a strong background in financial market risk management, quantitative modeling, and statistical analysis. This role involves developing, testing, and enhancing risk models, particularly in the areas of equities and ETF products, and collaborating with multiple stakeholders to ensure the accuracy and efficiency of modeling methodologies.
Key Responsibilities
Research, design, and prototype quantitative risk models, with a focus on equities and crypto-related ETFs.
Enhance and extend the existing Hybrid Value-at-Risk (VaR) framework as a benchmark for current methodologies.
Support stress testing, performance monitoring, and ongoing validation of financial models.
Maintain, document, and update model specifications and methodologies to ensure regulatory and operational compliance.
Collaborate closely with stakeholders such as Market Risk, Risk Technology, and other analytical teams to align model design with business and regulatory needs.
Analyze market data, trading exposures, and portfolio performance to identify and communicate key risk drivers.
Contribute to ongoing process improvements and best practices for model governance and performance tracking.
Qualifications
Minimum 5 years of experience in financial market risk management, quantitative analysis, or model development.
Master’s degree in a quantitative discipline such as Finance, Economics, Mathematics, Statistics, Engineering, or a related field.
Proficiency in SQL and at least one high-level programming language (Python, R, or MATLAB preferred).
Proven experience building and implementing complex financial or statistical models.
Strong knowledge of equities, ETFs, and related market products.
Excellent analytical, problem-solving, and communication skills.
Highly detail-oriented, collaborative, and able to work effectively in a team-based environment.
Preferred Skills
Experience with Value-at-Risk (VaR), stress testing, or model validation frameworks.
Familiarity with regulatory risk frameworks and market data analysis tools.
Ability to translate technical findings into actionable insights for business and risk management teams.
Seniority level Mid-Senior level
Employment type Full-time
Job function Information Technology
Referrals increase your chances of interviewing at Dexian by 2x
#J-18808-Ljbffr