Your Primary Responsibilities: • Research and prototype risk model for newly issued ETFs. • Extend the scope for the Hybrid VaR as an 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. 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, • Hands on experience on developing complex financial models. • Solid equity production knowledge, especially ETFs • Detail oriented and team player.