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Experienced Quant Risk Analyst - Market Risk

  • Location

    chicago, United States

  • Sector:

    Risk Management

  • Job type:

    Permanent

  • Salary:

    $100,000 - $140,000 + bonus

  • Contact:

    Corey Rague

  • Job ref:

    44618

  • Published:

    2 months ago

  • Expiry date:

    2020-06-17

  • Consultant:

    Corey Rague

JCW is currently working on a search for an Experienced Quantitative Risk Analyst with a focus on market risk with a proprietary trading firm in their Chicago location. The qualified candidate will work closely with the Risk Management, Trading, Software Engineering and Asset Pricing teams to maintain, enhance, and build risk models and tools used for managing market risk across various asset classes and product types including options, futures, and equities. Additionally, the incumbent will be performing large scale data-analysis for research and statistical analysis.

Responsibilities include:

  • Ensure risk models are robust, properly implemented, and provide accurate pricing simulation outcomes
  • Ensure modelling parameters are complete and justified given historical analysis
  • Develop risk models and tooling to accommodate new products or strategies and enhance existing models where necessary
  • Perform ad-hoc analysis on large sets of market data and position information

Position requirements:

  • Master's degree in mathematics, statistics, physics, computer engineering or related field
  • 3-7 years of relevant work experience in a quantitative position
  • Experience in derivatives pricing (options) and risk simulation techniques
  • Relevant working experience with Python required

Corey Rague recruits for Risk and Analytics professionals across the financial services sector and would be happy to provide further details about this or other positions. You can reach him at (646) 517-8533 or at corey.rague@jcwresourcing.com