Remote: Finance Consultant ( Derivatives )
Hi,
Greetings from Conch Technologies Inc
Position: Finance Consultant
Location: 100% REMOTE
Duration: 12 Months Contract
What These Candidates Likely Do
Systematic: Use rules-based, quantitative strategies (algorithmic or model driven investing) rather than discretionary judgment.
Derivatives: Work with options, futures, and swaps for hedging or speculation.
Risk Management: Identify, measure, and control financial risks (market, credit, liquidity).
Factor-Based: Design or manage portfolios using factors such as value, momentum, or volatility.
VaR (Value at Risk): Calculate potential portfolio losses under normal market conditions.
Back-Testing: Evaluate investment strategies by testing them on historical data before live deployment.
Alpha Generation: Aim to deliver returns above benchmark-demonstrating strategy value.
Likely Job Title
Quantitative Analyst (Quant)
Risk Manager
Portfolio Manager (systematic or factor-based)
Derivatives Trader
Quantitative Researcher
In Plain Terms
These are quant finance professionals who build mathematical models to trade, manage risk, and create investment strategies. Their work is driven by data, algorithms, and statistical analysis-not instinct. Strong skills in Data Science, Mathematics, and Python are essential for these roles.
With Regards,
Teja Maripeti
Desk:
901-317-3455
Email:
[email protected]
Web: www.conchtech.com
Apply tot his job
Apply To this Job
Greetings from Conch Technologies Inc
Position: Finance Consultant
Location: 100% REMOTE
Duration: 12 Months Contract
What These Candidates Likely Do
Systematic: Use rules-based, quantitative strategies (algorithmic or model driven investing) rather than discretionary judgment.
Derivatives: Work with options, futures, and swaps for hedging or speculation.
Risk Management: Identify, measure, and control financial risks (market, credit, liquidity).
Factor-Based: Design or manage portfolios using factors such as value, momentum, or volatility.
VaR (Value at Risk): Calculate potential portfolio losses under normal market conditions.
Back-Testing: Evaluate investment strategies by testing them on historical data before live deployment.
Alpha Generation: Aim to deliver returns above benchmark-demonstrating strategy value.
Likely Job Title
Quantitative Analyst (Quant)
Risk Manager
Portfolio Manager (systematic or factor-based)
Derivatives Trader
Quantitative Researcher
In Plain Terms
These are quant finance professionals who build mathematical models to trade, manage risk, and create investment strategies. Their work is driven by data, algorithms, and statistical analysis-not instinct. Strong skills in Data Science, Mathematics, and Python are essential for these roles.
With Regards,
Teja Maripeti
Desk:
901-317-3455
Email:
[email protected]
Web: www.conchtech.com
Apply tot his job
Apply To this Job