{"schemaVersion":"jobsearcher.job.v1","id":"685d8bfd249c04c0b6bc3207","url":"https://jobsearcher.com/jobs/685d8bfd249c04c0b6bc3207","canonicalUrl":"https://jobsearcher.com/jobs/685d8bfd249c04c0b6bc3207","title":"Quantitative Developer","description":"3 weeks ago Be among the first 25 applicants Get AI-powered advice on this job and more exclusive features. This range is provided by MDA Edge. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more. Base pay range $80.00/hr - $90.00/hr Skills: Financial Market Risk Management and Quantitative Modeling, SQL, Python, MATLAB, Complex Financial Models, VaR methodology. Your Primary Responsibilities: Research and prototype risk models for newly issued ETFs. Extend the scope for the Hybrid VaR as a benchmark for existing VaR methodology. Assist the NSCC MTM passthrough effort. Facilitate model specification and communication with stakeholders such as Market Risk and the Risk Technology team.Basic Qualifications:5 years of experience in financial market risk management and quantitative modeling. Master's degree in quantitative disciplines. Proficient in SQL; experience with other high-level programming languages such as R, Python, MATLAB is a plus. Hands-on experience developing complex financial models. Solid equity production knowledge, especially related to ETFs. Detail-oriented and a team player. Must have: 5 years of experience in financial market risk management and quantitative modeling. Master's degree in quantitative disciplines.Proficient in SQL; experience with other high-level programming languages such as R, Python, MATLAB is a plus. Hands-on experience developing complex financial models. Solid equity production knowledge, especially related to ETFs. Detail-oriented and a team player. Seniority level Mid-Senior level Employment type Full-time Job function Other Industries IT Services and IT Consulting","company":"MDA Edge","rawCompany":"mda edge","city":"Jersey City","state":"NJ","isRemote":false,"isActive":false,"createdAt":"2026-09-02T06:07:49.211Z","occupations":[{"code":"13-2099.01","title":"Financial Quantitative Analysts","slug":"financial-quantitative-analysts"},{"code":"13-2051.00","title":"Financial and Investment Analysts","slug":"financial-and-investment-analysts"},{"code":"13-2054.00","title":"Financial Risk Specialists","slug":"financial-risk-specialists"}],"industries":[{"code":"523940","title":"Portfolio Management and Investment Advice","slug":"portfolio-management-and-investment-advice"},{"code":"541511","title":"Custom Computer Programming Services","slug":"custom-computer-programming-services"},{"code":"523999","title":"Miscellaneous Financial Investment Activities","slug":"miscellaneous-financial-investment-activities"}],"jobPosting":{"@context":"https://schema.org","@type":"JobPosting","title":"Quantitative Developer","description":"3 weeks ago Be among the first 25 applicants Get AI-powered advice on this job and more exclusive features. This range is provided by MDA Edge. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more. Base pay range $80.00/hr - $90.00/hr Skills: Financial Market Risk Management and Quantitative Modeling, SQL, Python, MATLAB, Complex Financial Models, VaR methodology. Your Primary Responsibilities: Research and prototype risk models for newly issued ETFs. Extend the scope for the Hybrid VaR as a benchmark for existing VaR methodology. Assist the NSCC MTM passthrough effort. Facilitate model specification and communication with stakeholders such as Market Risk and the Risk Technology team.Basic Qualifications:5 years of experience in financial market risk management and quantitative modeling. Master's degree in quantitative disciplines. Proficient in SQL; experience with other high-level programming languages such as R, Python, MATLAB is a plus. Hands-on experience developing complex financial models. Solid equity production knowledge, especially related to ETFs. Detail-oriented and a team player. Must have: 5 years of experience in financial market risk management and quantitative modeling. Master's degree in quantitative disciplines.Proficient in SQL; experience with other high-level programming languages such as R, Python, MATLAB is a plus. Hands-on experience developing complex financial models. Solid equity production knowledge, especially related to ETFs. Detail-oriented and a team player. 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