Direct message the job poster from Amtex Systems Inc.Sr. Associate @ Amtex Systems | Global Talent Acquisition Expert

Duration: 12 MonthsLocation: Hybrid/Midtown New York City 3 days a week.Interview Required:

VideoNotes:Working experience with: Research and prototype risk model for newly issued ETFsWorking experience with: Programming languages, such as R, Python, Matlab, is a plusWorking experience with: ETF/EquitiesWorking experience with: Quantitative developmentWorking experience with: Market Risk ManagementWe need: A senior Quantitative developer with extensive experience in financial market risk management and quantitative modeling. Proficient in SQL, any other high-level programming languages, such as R, Python, Matlab, is a plus. Hands-on experience on developing complex financial models. Candidates must have experience in Quantitative Research and prototype risk model for newly issued ETFs. Candidates must extend the scope for the Hybrid VaR as a benchmark for existing VaR methodology. Assist the NSCC MTM passthrough effort.CANDIDATES MUST HAVE RECENT ETF (Exchange traded Funds) EXPERIENCE OUTLINED ON THE RESUME.Job Description:Looking for 5 years of experience in financial market risk management and quantitative modeling. Proficient in SQL, any other high-level programming languages, such as R, Python, Matlab, is a plus. Hands-on experience on developing complex financial models.*must have ETF knowledgePrescreening question to submit with candidates:Can you walk me through your experience in developing and validating financial risk models, particularly for ETFs or other equity products? Please include specific examples of the methodologies and tools (e.g., VaR models, SQL, Python) you used, and how you collaborated with stakeholders to implement these models effectively.Your Primary Responsibilities:Research and prototype risk model 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 Risk Technology team.Qualifications:5 years of experience in financial market risk management and quantitative modelingProficient in SQL, any other high-level programming languages, such as R, Python, Matlab, is a plusHands-on experience on developing complex financial models.Solid equity production knowledge, especially ETFsDetail oriented and team player.Seniority level

Mid-Senior levelEmployment type

ContractJob function

Information TechnologyIndustries

IT Services and IT Consulting

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