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Quantitative Risk Analyst
#TM – 26922
Location: Chicago, IL-Hybrid
Duration: 12 months+
Job Description:
Principal Accountabilities:
Job Requirements:
Education:
26922-Quantitative Risk Analyst
Villa Park, IL 60181 US
Posted: 06/29/2022
2022-06-29
2023-04-22
Industry: Other
Job Number: 38289
Job Description
Quantitative Risk Analyst
#TM – 26922
Location: Chicago, IL-Hybrid
Duration: 12 months+
Job Description:
- Candidate will assist the Clearing Department on day-to-day activities in support of quant risk team. The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives.
Principal Accountabilities:
- 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 conduct research, analyze problems, formulate and implement solutions, and produce high quality results on time efficiently, effectively, and independently.
Job Requirements:
- Strong quantitative and analytical background.
- Excellent programming, communication, and documentation skills.
- Knowledge of financial markets.
- Knowledge in advanced quantitative risk modeling and knowledge of statistical models in risk management preferred.
- Knowledge in advanced derivatives modeling and knowledge of volatility models preferred.
- Experience with programming languages such as C++/C#, R, VBA, and SQL is also required.
- Preference will be given to candidates who can demonstrate the best practices in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc.
Education:
- Bachelor or Master’s in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline.
Job Requirements
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