Quantitative Risk Analyst
Chicago, IL · On-site
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 ...
Chicago, IL · On-site
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 ...
Chicago, IL · On-site
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 ...
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 ...
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 ...
Take ownership of model(s) including accurate position assessment with understanding of contract maturity behavior and seasonality. Streamline and improve processes such as data quality checks and ...
Take ownership of model(s) including accurate position assessment with understanding of contract maturity behavior and seasonality. Streamline and improve processes such as data quality checks and ...
Houston, TX · On-site
Main Responsibilities • Develop and implement quantitative risk models and metrics for trading operations. • Take ownership of model(s) including accurate position assessment with understanding ...
Houston, TX · On-site
Main Responsibilities • Develop and implement quantitative risk models and metrics for trading operations. • Take ownership of model(s) including accurate position assessment with understanding ...
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 ...
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 ...
Spring, TX · On-site
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Spring, TX · On-site
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Spring, TX · On-site
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Spring, TX · On-site
Develop and maintain quantitative models for valuation, exposure measurement, and risk assessment across physical and financial natural gas, LNG, and power portfolios. * Build and enhance models for ...
Jersey City, NJ · On-site
$127K - $137K/yr
Participates in quantitative and financial modeling, including valuation and pricing, investment products, financial planning components, market events, and credit risk. Supports model validation ...
Jersey City, NJ · On-site
$127K - $137K/yr
Participates in quantitative and financial modeling, including valuation and pricing, investment products, financial planning components, market events, and credit risk. Supports model validation ...
$127K - $137K/yr
Participates in quantitative and financial modeling, including valuation and pricing, investment products, financial planning components, market events, and credit risk. Supports model validation ...
$127K - $137K/yr
Participates in quantitative and financial modeling, including valuation and pricing, investment products, financial planning components, market events, and credit risk. Supports model validation ...
New York, NY · On-site
$150K - $250K/yr
Enhancing VaR models and stress calculations on cross-asset products as markets evolve * Building ... At least 3 years of experience in quantitative risk management, quantitative research, or trading ...
New York, NY · On-site
$150K - $250K/yr
Enhancing VaR models and stress calculations on cross-asset products as markets evolve * Building ... At least 3 years of experience in quantitative risk management, quantitative research, or trading ...
New York, NY · On-site
$150K - $250K/yr
Enhancing VaR models and stress calculations on cross-asset products as markets evolve * Building ... At least 3 years of experience in quantitative risk management, quantitative research, or trading ...
New York, NY · On-site
$150K - $250K/yr
Enhancing VaR models and stress calculations on cross-asset products as markets evolve * Building ... At least 3 years of experience in quantitative risk management, quantitative research, or trading ...
Manhattan, NY · Hybrid
$110K - $150K/yr
Strong model development experience in programming languages such as C#, Python, and VBA is a must ... services quantitative risk management; will consider recent graduates if able to present similar ...
Manhattan, NY · Hybrid
$110K - $150K/yr
Strong model development experience in programming languages such as C#, Python, and VBA is a must ... services quantitative risk management; will consider recent graduates if able to present similar ...
New York, NY · Hybrid
$110K - $150K/yr
... model development experience in programming languages such as C#, Python, and VBA is a must. • ... services quantitative risk management; will consider recent graduates if able to present similar ...
New York, NY · Hybrid
$110K - $150K/yr
... model development experience in programming languages such as C#, Python, and VBA is a must. • ... services quantitative risk management; will consider recent graduates if able to present similar ...
Manhattan, NY · On-site
$110K - $150K/yr
... model development experience in programming languages such as C#, Python, and VBA is a must. • ... services quantitative risk management; will consider recent graduates if able to present similar ...
Manhattan, NY · On-site
$110K - $150K/yr
... model development experience in programming languages such as C#, Python, and VBA is a must. • ... services quantitative risk management; will consider recent graduates if able to present similar ...
$85K - $143K/yr
The role contributes to key components of the model development lifecycle-including data ... Scope of Responsibilities Works under general guidance from more senior quantitative risk managers.
$85K - $143K/yr
The role contributes to key components of the model development lifecycle-including data ... Scope of Responsibilities Works under general guidance from more senior quantitative risk managers.
... Quantitative Risk Management (QRM) to develop and maintain risk models for margin, clearing fund ... Implement new models into model library and enhance existing models * Write and review ...
... Quantitative Risk Management (QRM) to develop and maintain risk models for margin, clearing fund ... Implement new models into model library and enhance existing models * Write and review ...
... Quantitative Risk Management (QRM) to develop and maintain risk models for margin, clearing fund ... Implement new models into model library and enhance existing models * Write and review ...
... Quantitative Risk Management (QRM) to develop and maintain risk models for margin, clearing fund ... Implement new models into model library and enhance existing models * Write and review ...
Quantitative Developer We are seeking a skilled and driven Quantitative Developer to join our team ... risk models, and data analytics tools. Key Responsibilities: * Lead development of the firm ...
Quantitative Developer We are seeking a skilled and driven Quantitative Developer to join our team ... risk models, and data analytics tools. Key Responsibilities: * Lead development of the firm ...
$98K - $112.7K
15% of jobs
$112.7K - $127.4K
7% of jobs
$132K is the 25th percentile. Wages below this are outliers.
$127.4K - $142K
9% of jobs
$142K - $156.7K
14% of jobs
The median wage is $163.4K / yr.
$156.7K - $171.4K
12% of jobs
$171.4K - $186.1K
14% of jobs
$192.1K is the 75th percentile. Wages above this are outliers.
$186.1K - $200.8K
12% of jobs
$200.8K - $215.5K
7% of jobs
$215.5K - $230.1K
5% of jobs
$230.1K - $244.8K
5% of jobs
$244.8K - $259.5K
0% of jobs
$98K
$169.7K
$259.5K
Other
This job post has expired today. Applications are no longer accepted.
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.
Candidates should also be willing to relocate to Chicago at their own costs.
Qualifications:
- 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.
- 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.
Sourced by ZipRecruiter
201 - 500 Employees
North Brunswick, NJ, US
1996