Chicago, IL 60606

Posted: 02/27/2023 Industry: Other Job Number: 39565

Job Description

Quantitative Risk Management Consultant


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.



  • 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.








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Renee Zubak

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