TEKsystems
Quant Risk QA Consultant (W2, Hybrid Chicago)
TEKsystems, Chicago, Illinois, United States, 60290
Quant Risk QA Consultant
Contract W2 only. Hybrid Chicago. Top Skills & Details
Strong quantitative and analytical experience Excellent programming, communication, and documentation skills. Knowledge of financial markets. Knowledge in advanced quantitative risk modeling and knowledge of statistical models in risk management preferred. Knowledge in advanced derivatives modeling and knowledge of volatility models preferred. Experience with programming languages such as C++/C#, R, VBA, and SQL is also required. Preference will be given to candidates who can demonstrate the best practices in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc. Required Skills
Programming: C++, C#, VBA, SQL, R Monte Carlo VaR experience Experience developing risk models Job Type & Location
This is a Contract position based out of Chicago, IL. Pay and Benefits
The pay range for this position is $40.00 - $51.00/hr. Benefits for this temporary role may include: Medical, dental & vision Critical Illness, Accident, and Hospital 401(k) Retirement Plan – Pre-tax and Roth post-tax contributions available Life Insurance (Voluntary Life & AD&D for the employee and dependents) Short and long-term disability Health Spending Account (HSA) Transportation benefits Employee Assistance Program Time Off/Leave (PTO, Vacation or Sick Leave) Workplace Type
This is a fully onsite position in Chicago, IL. Application Deadline
This position is anticipated to close on Dec 24, 2025. Equal Opportunity Employer
The company is an equal opportunity employer and will consider all applications without regard to race, sex, age, color, religion, national origin, veteran status, disability, sexual orientation, gender identity, genetic information or any characteristic protected by law.
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Contract W2 only. Hybrid Chicago. Top Skills & Details
Strong quantitative and analytical experience Excellent programming, communication, and documentation skills. Knowledge of financial markets. Knowledge in advanced quantitative risk modeling and knowledge of statistical models in risk management preferred. Knowledge in advanced derivatives modeling and knowledge of volatility models preferred. Experience with programming languages such as C++/C#, R, VBA, and SQL is also required. Preference will be given to candidates who can demonstrate the best practices in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc. Required Skills
Programming: C++, C#, VBA, SQL, R Monte Carlo VaR experience Experience developing risk models Job Type & Location
This is a Contract position based out of Chicago, IL. Pay and Benefits
The pay range for this position is $40.00 - $51.00/hr. Benefits for this temporary role may include: Medical, dental & vision Critical Illness, Accident, and Hospital 401(k) Retirement Plan – Pre-tax and Roth post-tax contributions available Life Insurance (Voluntary Life & AD&D for the employee and dependents) Short and long-term disability Health Spending Account (HSA) Transportation benefits Employee Assistance Program Time Off/Leave (PTO, Vacation or Sick Leave) Workplace Type
This is a fully onsite position in Chicago, IL. Application Deadline
This position is anticipated to close on Dec 24, 2025. Equal Opportunity Employer
The company is an equal opportunity employer and will consider all applications without regard to race, sex, age, color, religion, national origin, veteran status, disability, sexual orientation, gender identity, genetic information or any characteristic protected by law.
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