Quantitative Developer
Jersey City, NJ, United States
- Experience
- 5–10 years
- Employment
- Contract
- Work mode
- Onsite
- Salary
- Not disclosed
- Deadline
- Apply by 1 Nov 2026
- Posted
- 2025-07-24
Required skills
| Skill | Experience | Level |
|---|---|---|
| Financial Modeling | 5+ years | Not specified |
| Risk Modelling | 5+ years | Not specified |
| ETF | 3+ years | Advanced |
| quantitative | 5+ years | Advanced |
About the role
Quantitative Developer
Location: Iselin, New Jersey - Hybrid - 3 days a week onsite
Contract Only ($65 W2)
Interview Process: 2 rounds- 2nd round in person (onsite Interview)
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 modeling
* Master’s degree in quantitative disciplines
* 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.
* Solid equity production knowledge, especially ETFs
* Detail oriented and team player.