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 ...
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 ...
... 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 ...
This role will work closely with risk managers in Financial Risk Management and partners in other ... Research and present model alternatives based on the academic literature, industry best practices ...
This role will work closely with risk managers in Financial Risk Management and partners in other ... Research and present model alternatives based on the academic literature, industry best practices ...
This role will work closely with risk managers in Financial Risk Management and partners in other ... Research and present model alternatives based on the academic literature, industry best practices ...
This role will work closely with risk managers in Financial Risk Management and partners in other ... Research and present model alternatives based on the academic literature, industry best practices ...
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 ...
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 ...
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 ...
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 ...
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 ...
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 ...
Chicago, IL · On-site
$88K - $165K/yr
Model Development & Implementation * Coordinate the development, enhancement, and implementation of SMR models with the quantitative modeling team, including valuation of embedded options, customer ...
Chicago, IL · On-site
$88K - $165K/yr
Model Development & Implementation * Coordinate the development, enhancement, and implementation of SMR models with the quantitative modeling team, including valuation of embedded options, customer ...
Chicago, IL · Hybrid
$100 - $165/hr
The city shows steady contractor demand for quantitative developers who can partner with model risk and front office teams to ship production grade analytics and testing frameworks. Requirements * 5 ...
Chicago, IL · Hybrid
$100 - $165/hr
The city shows steady contractor demand for quantitative developers who can partner with model risk and front office teams to ship production grade analytics and testing frameworks. Requirements * 5 ...
Oak Brook, IL · On-site
$150K - $180K/yr
Integrate qualitative and quantitative risk analysis with cost and schedule forecasting to support ... modeling. * Embed a strong risk culture across the project team, emphasizing risk ownership ...
Oak Brook, IL · On-site
$150K - $180K/yr
Integrate qualitative and quantitative risk analysis with cost and schedule forecasting to support ... modeling. * Embed a strong risk culture across the project team, emphasizing risk ownership ...
As an intern, you will partner with Junior and Senior Traders to learn, assist and interact first ... Develop expertise in relative value market fundamentals, quantitative modeling, and risk management
As an intern, you will partner with Junior and Senior Traders to learn, assist and interact first ... Develop expertise in relative value market fundamentals, quantitative modeling, and risk management
Develop quantitative models for risk analysis, scenario analysis, and performance attribution * Track and analyze portfolio P&L and exposures, delivering actionable insights to PMs and senior ...
Develop quantitative models for risk analysis, scenario analysis, and performance attribution * Track and analyze portfolio P&L and exposures, delivering actionable insights to PMs and senior ...
Chicago, IL · On-site
... qualitative/quantitative risk assessments and reporting. * Remain current with Model Risk ... regulatory guidance and industry best practices as well as emerging industry-wide risks via public ...
Chicago, IL · On-site
... qualitative/quantitative risk assessments and reporting. * Remain current with Model Risk ... regulatory guidance and industry best practices as well as emerging industry-wide risks via public ...
As an intern, you will partner with Junior and Senior Traders to learn, assist and interact first ... Develop expertise in relative value market fundamentals, quantitative modeling, and risk management
Quick apply
As an intern, you will partner with Junior and Senior Traders to learn, assist and interact first ... Develop expertise in relative value market fundamentals, quantitative modeling, and risk management
As an intern, you will partner with Junior and Senior Traders to learn, assist and interact first ... Develop expertise in relative value market fundamentals, quantitative modeling, and risk management
As an intern, you will partner with Junior and Senior Traders to learn, assist and interact first ... Develop expertise in relative value market fundamentals, quantitative modeling, and risk management
$14.11 - $15.38
9% of jobs
$16.46 is the 25th percentile. Wages below this are outliers.
$15.38 - $16.64
19% of jobs
The median wage is $17.52 / hr.
$16.64 - $17.90
32% of jobs
$17.90 - $19.16
7% of jobs
$19.66 is the 75th percentile. Wages above this are outliers.
$19.16 - $20.42
20% of jobs
$20.42 - $21.68
4% of jobs
$21.68 - $22.94
0% of jobs
$22.94 - $24.20
0% of jobs
$24.20 - $25.46
2% of jobs
$25.46 - $26.72
3% of jobs
$26.72 - $27.98
3% of jobs
$14
$18
$27
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