Quantitative Risk Management Consultant
Job Location:
Job Location:
Chicago, IL - USA
Monthly Salary:
$ 50 - 55
Monthly Salary:
Posted on:
21 days ago
Posted on:
Vacancies:
1 Vacancy
Vacancies:
Job Summary
- Chicago
- Hybrid
- Hourly salary: $50 - $55
Job Description
Responsibilities:
- 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.
Required Skills:
- 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.
Preferred Skills:
- 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.
Required Experience:
Contract
