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Dexian · 1 day ago

Quantitative Analyst / Specialist

Jersey City, NJ

Full-time

Hybrid

Senior Level

$85/hr - $101/hr

5+ years exp

Dexian stands at the forefront of Talent + Technology solutions, and they are seeking a Quantitative Analyst / Specialist to research and prototype risk models for equities and crypto-related ETFs. The role involves extending the scope for Hybrid VaR, assisting with stress testing model performance, and facilitating communication with stakeholders.

ConsultingHuman ResourcesInformation TechnologyProfessional ServicesStaffing Agency

Responsibilities

Research and prototype risk model for equities and crypto-related ETFs

Extend the scope for the Hybrid VaR as a benchmark for existing VaR methodology

Assist the Stress Testing model performance reporting and monitoring

Maintain and update model documentation

Facilitate model specification and communication with stakeholders such as Market Risk, and Risk Technology team

Qualification

Financial market risk managementQuantitative modelingSQLPythonETF knowledgeFinancial modelingQuantitative analysisRisk modelingMatlabRFixed incomeFinancial systems