MAKE Corporation
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Quantitative Risk Management Consultant
#25760
Location: CHICAGO, IL (Hybrid)
Duration: 12 MONTHS+
Job Description:
Qualifications:
25760- QUANTIATIVE RISK MANAGEMENT CONSULTANT
Chicago, IL 60606 US
Posted: 02/27/2023
2023-02-27
2023-04-22
Industry: Other
Job Number: 39565
Job Description
Quantitative Risk Management Consultant
#25760
Location: CHICAGO, IL (Hybrid)
Duration: 12 MONTHS+
Job Description:
- The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives.
- Daily responsibilities include code release testing, historical data validation, margin and stress testing model validation, and portfolio back-testing.
- The candidate must have the ability to efficiently, effectively conduct research, analyze problems, formulate and implement solutions, and produce high quality results on time.
Qualifications:
- Masters in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline.
- Superb quantitative and analytical background.
- Excellent programming, communication, and documentation skills.
- Knowledge of financial markets.
- Work experience or education in advanced quantitative risk modeling and knowledge of statistical models in risk management preferred.
- Work experience or education in advanced derivatives modeling and knowledge of volatility models preferred.
- Work experience or education in curve construction and data validation preferred.
Job Requirements
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