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Intern Quantitative Risk Modeler Jobs in Illinois

Specialist, Investment Risk

Chicago, IL · On-site

$137K - $233K/yr

Understand and enhance risk models for equities and derivatives, utilizing advanced quantitative techniques to assess and manage risk exposure. Eg. Factor-based risk * Document policies, procedures ...

Specialist, Investment Risk

Chicago, IL · Hybrid

$137K - $233K/yr

Understand and enhance risk models for equities and derivatives, utilizing advanced quantitative techniques to assess and manage risk exposure. Eg. Factor-based risk * Document policies, procedures ...

Specialist, Investment Risk

Chicago, IL · On-site

$137K - $233K/yr

Understand and enhance risk models for equities and derivatives, utilizing advanced quantitative techniques to assess and manage risk exposure. Eg. Factor-based risk * Document policies, procedures ...

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Intern Quantitative Risk Modeler information

What are the most commonly searched types of Quantitative Risk Modeler jobs in Illinois? The most popular types of Quantitative Risk Modeler jobs in Illinois are:
What cities in Illinois are hiring for Intern Quantitative Risk Modeler jobs? Cities in Illinois with the most Intern Quantitative Risk Modeler job openings:
Quantitative Risk Analyst

Other

Posted 10 days ago


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.

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.