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Extreme Value Theory Applications Jobs (NOW HIRING)

ATS Automation

Sales Engineer

Renton, WA · On-site

$65K - $80K/yr

BECOME PART OF A COMPANY THAT VALUES YOU AS AN INDIVIDUAL At ATS our most important asset is our ... Knowledge of DDC control theory, applications, and mechanical systems BACKGROUND AND EXPERIENCES ...

ATS Companies

Sales Engineer

Renton, WA · On-site

$65K - $80K/yr

BECOME PART OF A COMPANY THAT VALUES YOU AS AN INDIVIDUAL At ATS our most important asset is our ... Knowledge of DDC control theory, applications, and mechanical systems BACKGROUND AND EXPERIENCES ...

ATS Companies

Sales Engineer

Renton, WA

$65K - $80K/yr

BECOME PART OF A COMPANY THAT VALUES YOU AS AN INDIVIDUAL At ATS our most important asset is our ... Knowledge of DDC control theory, applications, and mechanical systems BACKGROUND AND EXPERIENCES ...

Geisinger Health

Instructional Designer

Scranton, PA · On-site

$64K - $87K/yr

... theory, applications of media, and online instructional scenarios. * Builds quality course assets ... VALUES: Everything we do is about caring for our patients, our members, our students, our Geisinger ...

Geisinger

Instructional Designer

Scranton, PA · On-site

$64K - $87K/yr

... theory, applications of media, and online instructional scenarios. * Builds quality course assets ... VALUES: Everything we do is about caring for our patients, our members, our students, our Geisinger ...

EPC POWER CORP.

Applications Engineer

Poway, CA · On-site

$150K - $180K/yr

... meet extreme requirements for uptime, scalability, and rapid load dynamics. The Role: The ... Lead pre-sales technical strategy, solution design, and value positioning * Support complex, multi ...

GTS FZCO

Programmer Analyst

Dublin, CA · On-site

Our culture places extreme value on making and meeting commitments. We provide a full range of ... Analyze, develop and modify software applications to increase operating efficiency or adapt to new ...

GTS FZCO

Programmer Analyst

Dublin, CA

Our culture places extreme value on making and meeting commitments. We provide a full range of ... Analyze, develop and modify software applications to increase operating efficiency or adapt to new ...

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Extreme Value Theory Applications information

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$35K

$85K

$133.5K

How much do extreme value theory applications jobs pay per year?

As of Jun 18, 2026, the average yearly pay for extreme value theory applications in the United States is $85,048.00, according to ZipRecruiter salary data. Most workers in this role earn between $68,000.00 and $100,000.00 per year, depending on experience, location, and employer.

What are the typical challenges faced when applying Extreme Value Theory (EVT) in real-world data analysis roles?

Professionals working with Extreme Value Theory often encounter challenges such as limited data on rare events, ensuring the correct selection of threshold or block sizes, and dealing with model assumptions that may not always fit messy real-world data. Collaboration with domain experts is crucial to properly interpret results and communicate findings, especially in industries like finance, insurance, or environmental science. Staying updated with the latest methodological advancements and software tools also helps address these practical challenges and ensures robust, actionable insights.

What are Extreme Value Theory Applications?

Extreme Value Theory (EVT) applications refer to the use of statistical methods to model and predict rare, extreme events, such as financial market crashes, natural disasters, or engineering failures. Professionals working in EVT apply mathematical models to analyze the probability of extreme deviations from the median in various fields, including finance, insurance, environmental science, and engineering. These applications help organizations assess risk, set safety standards, and make informed decisions about managing rare but impactful events. EVT is crucial for industries where understanding and preparing for rare occurrences can prevent significant losses or damage.

What are the key skills and qualifications needed to thrive in Extreme Value Theory Applications, and why are they important?

To excel in Extreme Value Theory (EVT) Applications, a strong background in statistics, probability, and mathematical modeling is essential, often supported by an advanced degree in mathematics, statistics, or related quantitative fields. Familiarity with statistical software such as R, Python, and specialized EVT toolkits, along with knowledge of relevant certifications like actuarial credentials, is typically required. Strong analytical thinking, attention to detail, and effective communication skills help professionals interpret results and present findings to both technical and non-technical stakeholders. These skills are crucial for accurately modeling and predicting rare, high-impact events, which is vital in fields like finance, insurance, and environmental risk assessment.
Risk Analyst

Risk Analyst

Commodity Futures Trading Commission

Washington, DC • On-site, Remote

$180K - $272K/yr

Full-time

Posted 7 days ago

Job description

Summary
This position is located in the Risk Surveillance Branch of the Division of Clearing and Risk (DCR). The Risk Surveillance Branch (RSB) is responsible for quantitative risk surveillance of the clearing eco-system - derivatives instruments, both cleared and uncleared, markets intermediaries and their clients, and clearinghouses. The program has three core functions: margin model oversight, daily risk surveillance, and supervisory stress tests.
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Duties
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As a Risk Analyst (Margin Models) in the Risk Surveillance Branch, you will:
  • Draft documents describing margin methodologies used, or proposed, by registered central counterparty clearinghouses (CCPs) in both high-level overviews as well as more detailed narratives;
  • Evaluate margin models used for a diverse set of derivatives products, including models for futures, options on futures, and over-the-counter (OTC) derivatives such as credit default and interest rate swaps;
  • Develop and build prototypes of margin models, or components of margin models, to determine if they appropriately reflect underlying product risk. In addition to these prototypes, analysts would perform statistical analysis such as stochastic process modeling, multi-variate distributions, value-at-risk, expected shortfall, etc., to evaluate the effectiveness of margin models;
  • Use financial and statistical software programs such as MATLAB, R, Python and/or SAS to value and stress test futures and OTC derivatives (e.g. rate and credit swaps) at both an instrument and portfolio level;
  • Conduct risk surveillance activities to evaluate market and other position-related risk at CCPs and clearing members (CMs), perform stress test and back-testing analyses, and identify market participants that pose unusual levels of risk;
  • Develop historical knowledge of the types of risks facing CCPs, their members, and their clients, and how these have changed through time. This work is applicable throughout the Commission's programs of oversight over CCPs, self-regulatory organizations (SROs) and CMs;
  • Lead presentations for DCR senior staff and staff of other Commission offices/divisions regarding margin model issues or innovations. Incumbent is able to answer questions from DCR and other Commission staff and from the public concerning the theoretical and practical aspects of CCP margin models;
  • Plan, coordinate, and participate in the regular evaluation of risk management systems and functions of entities such as CCPs and CMs, as well as in non-routine reviews involving complex or unusual issues arising from the financial information and analyses of such entities. Prepare reports of review findings.

Requirements
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Conditions of employment
  • U.S. Citizenship
  • Background/Security Investigation
  • Selective Service Registration is required for males born after 12/31/1959
  • May be required to serve a one-year probationary period

Qualifications
CT-14 Level: To qualify for the CT-14 level you must have at least one year of specialized experience equivalent to the next lower grade (GS/CT-13 level). Specialized experience is defined that through which one has gained experience:
  • Applying advanced statistical concepts within the risk management framework including tasks such as stochastic process modeling, multi-variate distributions, value at risk, expected shortfall, extreme value theory, GARCH, and EWMA;
  • Applying knowledge of derivatives market structure, trading activities and asset pricing and modeling techniques to evaluate market risk and liquidity risk of different products and portfolios;
  • Utilizing statistical software tools (SAS, MATLAB, Python, R, etc.) to perform tasks such as valuing financial instruments (e.g. futures, options, and OTC derivatives) quantiy the risk, mining large databases, analyzing data, and creating data visualizations.

Desirable Experience includes experience gained at a clearing house, bank, member of a clearing house, trading firm, or a regulatory agency with oversight authority over aspects of the financial markets. This experience may have been gained in either the public or private sector.
Experience refers to paid and unpaid experience, including volunteer work done through National Service programs (e.g., Peace Corps, AmeriCorps) and other organizations (e.g., professional; philanthropic; religious; spiritual; community; student; social). Volunteer work helps build critical competencies, knowledge, and skills and can provide valuable training and experience that translates directly to paid employment. You will receive credit for all qualifying experience, including volunteer experience.
Education
Education is not required, nor may it be substituted for specialized experience.
Additional information
This is a Bargaining Unit Position located in the National Treasury Employee Union (NTEU) Chapter 337.
Relocation: Relocation expenses will not be paid.
Probationary Period: As a condition of employment for accepting this position, you may be required to serve a 1-year probationary period during which we will evaluate your fitness and whether your continued employment advances the public interest. In determining if your employment advances the public interest, we may consider:
  • Your performance and conduct;
  • The needs and interests of the agency;
  • Whether your continued employment would advance organizational goals of the agency or the Government; and
  • Whether your continued employment would advance the efficiency of the Federal service. Upon completion of your probationary/trial period your employment will be terminated unless you receive certification, in writing, that your continued employment advances the public interest.

More than the number of positions listed may be filled through this vacancy announcement.
The overall salary range is provided for informational purposes as it represents the full range that is applicable to current employees in this occupation/grade. A new hire's direct and overall experience are critical factors in determining a salary offer, therefore, it is important that your resume fully reflects all of your work experience. Note that the upper end of each range is typically applicable only to candidates with significant years of work experience and qualifications Please review the CFTC Compensation Program website for additional information.
The law prohibits public officials from appointing, promoting, or recommending their relatives. The law prohibits requesting, making, transmitting, accepting, or considering political recommendations for employment or other personnel actions for non-political positions. This includes recommendations from Members of Congress, Congressional employees, elected state or local officials, and political party officials and any recommendation based on party affiliation.
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Candidates should be committed to improving the efficiency of the Federal government, passionate about the ideals of our American republic, and committed to upholding the rule of law and the United States Constitution.
Benefits
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A career with the U.S. government provides employees with a comprehensive benefits package. As a federal employee, you and your family will have access to a range of benefits that are designed to make your federal career very rewarding. Opens in a new windowLearn more about federal benefits.
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Eligibility for benefits depends on the type of position you hold and whether your position is full-time, part-time or intermittent. Contact the hiring agency for more information on the specific benefits offered.

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