Mitchell Martin Inc.
Quantitative Risk QA Consultant
Mitchell Martin Inc., Chicago, Illinois, United States, 60290
Title:
Quantitative Risk QA Consultant
Location:
Chicago, IL (Onsite)
Employment Type:
Contract - 5 Days Onsite
Compensation:
Pay Range: $36.75-$52.50 Per HR
Description:
Join our team in a dynamic onsite role based in Chicago, IL, where you will work closely with risk and IT teams. This contract position involves supporting day-to-day activities within a financial risk management setting. You will be responsible for various tasks involving testing and validation, utilizing your expertise in quantitative analysis and programming skills.
Key Responsibilities
Conduct code release testing and historical data validation.
Perform margin and stress testing model validation.
Execute portfolio back-testing and risk analysis.
Research, analyze, and implement solutions efficiently and independently.
Produce high-quality results within set timelines.
Qualifications
Strong quantitative and analytical skills.
Excellent programming, communication, and documentation abilities.
Familiarity with financial markets and risk modeling.
Experience with advanced quantitative risk and derivatives modeling.
Master's degree in a relevant field such as Computer Science or Financial Engineering.
Core Technologies
Generic Programming Language | Generic Database Language | Statistical Software | Scripting Language
Contact Information Ben Porter, ben.porter@itmmi.com
Onboarding Expectations Learn more about our Onboarding Process here https://youtu.be/rjV_NFYjyY4
EEO Statement Learn more about our EEO policy here https://www.mitchellmartin.com/eoe-statement
Seniority Level Entry level
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Quantitative Risk QA Consultant
Location:
Chicago, IL (Onsite)
Employment Type:
Contract - 5 Days Onsite
Compensation:
Pay Range: $36.75-$52.50 Per HR
Description:
Join our team in a dynamic onsite role based in Chicago, IL, where you will work closely with risk and IT teams. This contract position involves supporting day-to-day activities within a financial risk management setting. You will be responsible for various tasks involving testing and validation, utilizing your expertise in quantitative analysis and programming skills.
Key Responsibilities
Conduct code release testing and historical data validation.
Perform margin and stress testing model validation.
Execute portfolio back-testing and risk analysis.
Research, analyze, and implement solutions efficiently and independently.
Produce high-quality results within set timelines.
Qualifications
Strong quantitative and analytical skills.
Excellent programming, communication, and documentation abilities.
Familiarity with financial markets and risk modeling.
Experience with advanced quantitative risk and derivatives modeling.
Master's degree in a relevant field such as Computer Science or Financial Engineering.
Core Technologies
Generic Programming Language | Generic Database Language | Statistical Software | Scripting Language
Contact Information Ben Porter, ben.porter@itmmi.com
Onboarding Expectations Learn more about our Onboarding Process here https://youtu.be/rjV_NFYjyY4
EEO Statement Learn more about our EEO policy here https://www.mitchellmartin.com/eoe-statement
Seniority Level Entry level
#J-18808-Ljbffr