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# Quantitative Developer

- **Company:** Macpower Digital Assets Edge LLC
- **Location:** Jersey City, NJ, United States
- **Experience:** Expert
- **Salary:** $187,200.0 - $197,600.0
- **Contract:** Permanent contract
- **Skills:** R (Programming Language), Python (Programming Language), MATLAB, Standard Sql, SQL Databases, Programming Languages
- **Published:** October 18, 2026
- **Apply:** https://www.careerbuilder.com/job-details/quantitative-developer-jersey-city-nj--945e703f-ccd4-4f1c-97e1-fd93b40900fe

## About the Role

* 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
 * Hands on experience on developing complex financial models.
 * Solid equity production knowledge, especially ETFs.
 * Detail oriented and 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, any other high level programming languages, such as R, Python, MATLAB, is a plus
 * Hands on experience on developing complex financial models.
 * Solid equity production knowledge, especially ETFs.
 * Detail oriented and team player.

## Description

Skills: Financial Market Risk Management and Quantitative Modeling, SQL, Python, MATLAB, Complex Financial Models, VaR methodology. Your Primary Responsibilities: Research and prototype risk model 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 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, any other high level programming languages, such as R, Python, MATLAB, is a plus Hands on experience on developing complex financial models. Solid equity production knowledge, especially ETFs. Detail oriented and 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, any other high level programming languages, such as R, Python, MATLAB, is a plus Hands on experience on developing complex financial models. Solid equity production knowledge, especially ETFs. Detail oriented and team player.
Skills: Financial Market Risk Management and Quantitative Modeling, SQL, Python, MATLAB, Complex Financial Models, VaR methodology. Your Primary Responsibilities: Research and prototype risk model 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 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, any other high level programming languages, such as R, Python, MATLAB, is a plus Hands on experience on developing complex financial models. Solid equity production knowledge, especially ETFs. Detail oriented and 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, any other high level programming languages, such as R, Python, MATLAB, is a plus Hands on experience on developing complex financial models. Solid equity production knowledge, especially ETFs. Detail oriented and team player.
Skills: Financial Market Risk Management and Quantitative Modeling, SQL, Python, MATLAB, Complex Financial Models, VaR methodology. Your Primary Responsibilities:
Basic Qualifications:
Must have