Description: Job Title: Quantitative Developer (Risk Modeling / ETFs)Location: Jersey ... are seeking a highly skilled Quantitative Developer with deep expertise in financial ...
13 days ago
Description: 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 ...
7 days ago