Senior Quantitative Risk & Modeling Analyst (FRTB/VAR)

A leading financial institution in Chicago seeks a Senior Quantitative Finance Analyst to develop and enhance quantitative risk models and analytics. The role demands advanced programming skills in Python and a solid understanding of market risk frameworks. The ideal candidate will possess a Master's degree or PhD in a quantitative field and have over 5 years of experience in developing pricing models. This position offers opportunities for collaboration across various teams and a dynamic work environment. #J-18808-Ljbffr