Job Title: Quantitative Developer Location: Jersey City, NJ (Hybrid) Employment Type: Contract (Extension Based on Performance) Interview Process: Two Rounds (Final Round In-Person) About the Role We are seeking a skilled and analytical Quantitative Developer to join our financial technology team. The successful candidate will play a key role in developing and enhancing risk models for newly issued Exchange-Traded Funds (ETFs), supporting risk benchmarking efforts, and collaborating closely with stakeholders to ensure accurate and effective risk communication. Key Responsibilities • Research and prototype quantitative risk models for newly launched ETFs. • Extend and enhance Hybrid VaR as a benchmarking methodology to support existing Value-at-Risk models. • Contribute to the NSCC Mark-to-Market (MTM) passthrough initiative. • Define and document model specifications and communicate requirements to Market Risk and Risk Technology teams. • Develop, validate, and optimize financial models in line with internal risk frameworks and regulatory expectations. Qualifications • Minimum of 5 years of experience in financial market risk management and quantitative modeling. • Master’s degree in a quantitative discipline (e.g., Financial Engineering, Mathematics, Statistics, Physics, Computer Science). • Proficient in SQL; additional experience in Python, R, Matlab, or similar high-level programming languages is highly desirable. • Proven hands-on experience developing complex financial models, especially within equities and ETF domains. • Strong understanding of equity markets and risk production environments. • Excellent problem-solving, communication, and collaboration skills. • Highly detail-oriented and a strong team player.