Mainz Brady Group
Quantitative Developer - ETF Focus - 3 days in office in NJ - 6-12 months contract
Mainz Brady Group is seeking a quantitative Developer to support model development and risk management efforts for ETFs and equity products.
Key Responsibilities: Research and prototype risk models for newly issued ETFs Enhance Hybrid VaR as a benchmark for existing VaR methodologies Support NSCC MTM passthrough initiatives Collaborate with Market Risk and Risk Tech teams on model specs and implementation Qualifications:
5+ years in financial market risk and quantitative modeling Master's in a quantitative discipline Proficient in SQL; R, Python, or Matlab a plus Strong experience building complex financial models Solid knowledge of equities, especially ETFs
Detail-oriented and collaborative team player
Mainz Brady Group is seeking a quantitative Developer to support model development and risk management efforts for ETFs and equity products.
Key Responsibilities: Research and prototype risk models for newly issued ETFs Enhance Hybrid VaR as a benchmark for existing VaR methodologies Support NSCC MTM passthrough initiatives Collaborate with Market Risk and Risk Tech teams on model specs and implementation Qualifications:
5+ years in financial market risk and quantitative modeling Master's in a quantitative discipline Proficient in SQL; R, Python, or Matlab a plus Strong experience building complex financial models Solid knowledge of equities, especially ETFs
Detail-oriented and collaborative team player