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: Job: Quantitative Developer Location: hybrid in Jersey City ...
11 days ago
... LinkedIn Id Job Role: Quantitative Developer Location: Jersey City, NJ (Hybrid ...
12 days ago
... ., (SGA), is searching for a Quantitative Developer for a contract assignment with one ...
12 days ago
Description: Quantitative Developer Location: Jersey City, NJ - Hybrid ...
13 days ago
... : Immediate need for a talented Quantitative Developer. This is a 06+ Months Contract ...
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
Description: Must Have: 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 ...
12 days ago
Description: Title: Quantitative DeveloperLocation: Jersey City, NJ ( Hybrid ); 3 Days Onsite Per WeekDuration: 6+ MonthsVISA: U.S. Citizens, s, &Candidates due to legal or government contract requirements.Tax Term: W2 JD: Interview Process: 2 rounds- 2nd ...
13 days ago