Job Details

ID #46156728
State Illinois
City Chicago
Job type Contract
Salary USD TBD TBD
Source Software Guidance & Assistance
Showed 2022-10-02
Date 2022-10-01
Deadline 2022-11-29
Category Et cetera
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Quantitative Risk Management Consultant

Illinois, Chicago, 60601 Chicago USA

Vacancy expired!

Software Guidance & Assistance, Inc., (SGA), is searching for a Quantitative Risk Management Consultant for a Contract assignment with one of our premier Financial Services clients in Chicago, IL. Responsibilities :

  • 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.
Required Skills:
  • 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.
Preferred Skills:
  • 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.
SGA is a technology and resource solutions provider driven to stand out. We are a women-owned business. Our mission: to solve big IT problems with a more personal, boutique approach. Each year, we match consultants like you to more than 1,000 engagements. When we say let's work better together, we mean it. You'll join a diverse team built on these core values: customer service, employee development, and quality and integrity in everything we do. Be yourself, love what you do and find your passion at work. Please find us at https://sgainc.com . EEO Employer: Race, Color, Sex, Sexual Orientation, Gender Identity, Religion, National Origin, Disability, Veteran Status, Age, Marital Status, Pregnancy, Genetic Information, or Other Legally Protected Status.

Vacancy expired!

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