Jobs via Dice
Overview
Quantitative Risk QA Consultant position for a 12+ months contract. Location: Chicago, IL. Must work on our W2. The role supports the Clearing Department on day-to-day activities in support of quantitative risk and IT teams. The Risk Management Department develops, analyzes, and tests various margin models across multiple asset classes for clearing initiatives. Responsibilities
Daily responsibilities include code release testing for all CMESC code releases, historical data validation, margin and stress testing model validation, and portfolio back-testing. Conduct research, analyze problems, formulate and implement solutions, and produce high-quality results on time. Skills / Software Requirements
Strong quantitative and analytical background. 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 required. Preference for candidates who demonstrate best practices in developing risk models (e.g., Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models). Education
Master's in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline. Pay and Benefits
Pay rate: $51.75/hr depending on experience. Please click on the link below for our company benefits. Employment Details
Location: Chicago, IL Duration: 12+ Months contract Employment type: W2 Contract Company / Equal Opportunity
DTI is an Equal Opportunity Employer. We do not discriminate based on race, color, religion, sex, gender identity, sexual orientation, national origin, ancestry, age, disability, marital status, veteran status, or any other protected characteristic under Illinois state or federal law. All qualified applicants are encouraged to apply, and employment decisions are based solely on merit, qualifications, and business needs. Job postings and related information: Diversity of roles, opportunities, and updates may be displayed for context only.
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Quantitative Risk QA Consultant position for a 12+ months contract. Location: Chicago, IL. Must work on our W2. The role supports the Clearing Department on day-to-day activities in support of quantitative risk and IT teams. The Risk Management Department develops, analyzes, and tests various margin models across multiple asset classes for clearing initiatives. Responsibilities
Daily responsibilities include code release testing for all CMESC code releases, historical data validation, margin and stress testing model validation, and portfolio back-testing. Conduct research, analyze problems, formulate and implement solutions, and produce high-quality results on time. Skills / Software Requirements
Strong quantitative and analytical background. 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 required. Preference for candidates who demonstrate best practices in developing risk models (e.g., Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models). Education
Master's in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline. Pay and Benefits
Pay rate: $51.75/hr depending on experience. Please click on the link below for our company benefits. Employment Details
Location: Chicago, IL Duration: 12+ Months contract Employment type: W2 Contract Company / Equal Opportunity
DTI is an Equal Opportunity Employer. We do not discriminate based on race, color, religion, sex, gender identity, sexual orientation, national origin, ancestry, age, disability, marital status, veteran status, or any other protected characteristic under Illinois state or federal law. All qualified applicants are encouraged to apply, and employment decisions are based solely on merit, qualifications, and business needs. Job postings and related information: Diversity of roles, opportunities, and updates may be displayed for context only.
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