27093-Quantitative Risk Analyst

Chicago, IL 60606

Posted: 08/08/2022 Industry: IT/Software Development Job Number: 38558

Job Description


Quantitative Risk Analyst

#AF – 27093

 

Location:  Chicago, IL

Duration: 12-month contract+

 

                       

 

 

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

Job Qualifications:
  • Master’s 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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Alaina Fisher

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