25760- QUANTIATIVE RISK MANAGEMENT CONSULTANT
Chicago, IL 60606 US
Quantitative Risk Management Consultant
Location: CHICAGO, IL (Hybrid)
Duration: 12 MONTHS+
- 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.