Quantitative Developer #983528

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 :

Preferred Skills :