Quantitative Developer

Location: Jersey City, NJ
Category: Other Area(s)
Employment Type: Contract
Work Location: Hybrid
Job ID: 35787
Date Added: 07/24/2025
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Quantitative Developer – ETF Focus – 3 days in office in NJ – 6-12 months contract

Mainz Brady Group is seeking a quantitative Developer to support model development and risk management efforts for ETFs and equity products.

Key Responsibilities:

  • Research and prototype risk models for newly issued ETFs
  • Enhance Hybrid VaR as a benchmark for existing VaR methodologies
  • Support NSCC MTM passthrough initiatives
  • Collaborate with Market Risk and Risk Tech teams on model specs and implementation
Qualifications:
  • 5+ years in financial market risk and quantitative modeling
  • Master’s in a quantitative discipline
  • Proficient in SQL; R, Python, or Matlab a plus
  • Strong experience building complex financial models
  • Solid knowledge of equities, especially ETFs

Detail-oriented and collaborative team player

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