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Urgently Hiring 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 ...

... 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 ...

Investments Risk, Principal

Chicago, IL · On-site

$175K - $215K/yr

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 ...

Chief Risk Officer

Chicago, IL · On-site

$259.25 - $320.25/hr

We are hiring a Chief Risk Officer to provide strategic leadership and oversight of the financial ... Develop the quantitative risk methodology and requirements for the Clearinghouse margin model ...

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Urgently Hiring Quantitative Risk Modeler information

See Chicago, IL salary details

$22

$41

$78

How much do urgently hiring quantitative risk modeler jobs pay per hour?

As of Aug 21, 2026, the average hourly pay for urgently hiring quantitative risk modeler in Chicago, IL is $41.55, according to ZipRecruiter salary data. Most workers in this role earn between $32.21 and $44.81 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:

Quantitative Risk Management Consultant

Informatic Technologies

Chicago, IL • On-site

Other

This job post has expired today. Applications are no longer accepted.


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.