Quant Developer

Quant Developer

18 May 2021
Illinois, Chicago, 60290 Chicago USA

Quant Developer

W2 Contract Role

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 efficiently, effectively, and independently conduct research, analyze problems, formulate and implement solutions, and produce high quality results on time.

Skills / Software Requirements:
  • Strong quantitative and analytical background.
  • Excellent programming, testing, 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.

Education:
  • Bachelor or Master's in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline.

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