Quantitative Risk Analyst

Quantitative Risk Analyst

09 Aug 2024
Illinois, Chicago, 60290 Chicago USA

Quantitative Risk Analyst

Vacancy expired!


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





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Job Details

  • ID
    JC44725015
  • State
  • City
  • Job type
    Contract
  • Salary
    $43
  • Hiring Company
    Make Corporation
  • Date
    2022-08-08
  • Deadline
    2022-10-07
  • Category

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