Hybrid Quantitative Risk Analyst – ETF & VaR Specialist
A leading financial services firm is seeking a Quantitative Analyst / Specialist in Jersey reputed company, NJ. This role involves researching and prototyping risk models for equities and crypto-reputed company ETFs, extending the scope of existing methodologies, and supporting stress testing model performance. Candidates should have over 5 years of experience in financial market risk management, solid programming skills, and a Master’s degree in a quantitative field.
This position offers a hybrid work model, blending on-site and remote work.
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