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Intern Quantitative Risk Modeler Jobs in Chicago, IL

... models. Our Founding Partners first conceptualized Akuna in their hometown of Sydney. They opened ... What you'll do as a Junior Quantitative Risk Analyst at Akuna: We are looking for a motivated and ...

Build and maintain quantitative risk models and analytics used to evaluate hedge fund investments - including factor and alpha decomposition, stress testing, and scenario analysis - working with ...

Experienced Risk Manager

Chicago, IL ยท On-site

$150K - $210K/yr

Risk at IMC is deeply integrated with trading-we don't operate as a separate control function ... quantitative modeling, machine learning, and engineering shape how modern markets are traded. A ...

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Intern Quantitative Risk Modeler information

See Chicago, IL salary details

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How much do intern quantitative risk modeler jobs pay per hour?

As of Sep 13, 2026, the average hourly pay for intern quantitative risk modeler in Chicago, IL is $18.86, according to ZipRecruiter salary data. Most workers in this role earn between $16.83 and $19.81 per hour, depending on experience, location, and employer.

What are the most commonly searched types of Quantitative Risk Modeler jobs in Chicago, IL?

The most popular types of Quantitative Risk Modeler jobs in Chicago, IL are:

What cities near Chicago, IL are hiring for Intern Quantitative Risk Modeler jobs?

Cities near Chicago, IL with the most Intern Quantitative Risk Modeler job openings:

Quantitative Risk Management Consultant

Chicago, IL โ€ข On-site

Informatic Technologies
201 - 500 employees

Other

Re-posted 25 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.