**Location:** Jersey City \\- Hybrid \\- 3 days a week onsite
**Interview Process:** 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 an 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.
1\\.) What is the candidate's full legal name?
2\\.) What is the candidate's Month and Day of DOB (required for submission to client as an unique identifier):
3\\.) What is candidate's desired hourly pay rate?
4\\.) Please provide the link to candidate’s LinkedIn profile:
5\\.) Where is the candidate located? If candidate is not near the job location, please explain relocation plan in detail (e.g. timeline, relocating with family, selling/buying property)
6\\.) Is the candidate legally authorized to work in the US for any employer?
7\\.) Will the candidate now or in the future, require immigration sponsorship for work authorization (for example, H\\-1B status)?
8\\.) Is the candidate willing to attend onsite Interview at DTCC's Jersey City office ?
Job Type: Contract
Pay: $90\\.00 \\- $95\\.00 per hour
Benefits:
- Dental insurance
- Flexible schedule
- Life insurance
- Paid time off
- Vision insurance
Ability to Commute:
- Jersey City, NJ 07310 (Required)
Work Location: In person