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 ...
Manhattan, NY · Hybrid
$200K/yr
Develop and maintain models that support risk measurement and portfolio construction * Collaborate ... Proven experience in quantitative modeling within a financial or investment environment
Manhattan, NY · Hybrid
$200K/yr
Develop and maintain models that support risk measurement and portfolio construction * Collaborate ... Proven experience in quantitative modeling within a financial or investment environment
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 · 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 · 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 ...
... 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 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 ...
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 ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... quantitative field and one (1) year of experience in job offered or a related quantitative ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... quantitative field and one (1) year of experience in job offered or a related quantitative ...
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 ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... quantitative field and one (1) year of experience in job offered or a related quantitative ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... quantitative field and one (1) year of experience in job offered or a related quantitative ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... quantitative field and one (1) year of experience in job offered or a related quantitative ...
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... quantitative field and one (1) year of experience in job offered or a related quantitative ...
New York, NY · On-site
$113K - $189K/yr
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... related quantitative field and one (1) year of experience in the job offered or a related ...
New York, NY · On-site
$113K - $189K/yr
Build and challenge risk models, identify and quantify vulnerabilities across market, credit ... related quantitative field and one (1) year of experience in the job offered or a related ...
$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

Full-time
This job post has expired 1 day ago. 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