Docotel Group
Founded in 2007, DTI (Diversified Technology, Inc.) is a successful African American owned IT Consulting/Staffing firm based in Chicago's Loop. We focus on providing delivery, staffing, and supported services such as enterprise integration/implementations including CRM, EAM, ERP, PMO, and QA. We service clients in SLED, financial services, fortune, public utility, and regularly partner with Big 4 SI partners.
Job Title Quantitative Risk QA Consultant
Location Chicago IL
Duration 12+ Months contract (W2)
Principal Accountabilities
Daily code release testing for all CMESC code releases.
Historical data validation.
Margin and stress testing model validation.
Portfolio back‑testing.
Conduct research, analyze problems, formulate and implement solutions independently.
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 statistical models in risk management preferred.
Knowledge in advanced derivatives modeling and volatility models preferred.
Experience with programming languages such as C++/C#, R, VBA, and SQL is also required.
Preference for candidates who can demonstrate best practices in risk model development such as Historical VaR, Monte Carlo VaR, Multi‑Factor Risk Models, Stressed VaR, Liquidity Risk models, etc.
Education
Master’s in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline.
Pay Rate $51.75/hr depending on experience.
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 federal law. All qualified applicants are encouraged to apply, and employment decisions are based solely on merit, qualifications, and business needs.
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Job Title Quantitative Risk QA Consultant
Location Chicago IL
Duration 12+ Months contract (W2)
Principal Accountabilities
Daily code release testing for all CMESC code releases.
Historical data validation.
Margin and stress testing model validation.
Portfolio back‑testing.
Conduct research, analyze problems, formulate and implement solutions independently.
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 statistical models in risk management preferred.
Knowledge in advanced derivatives modeling and volatility models preferred.
Experience with programming languages such as C++/C#, R, VBA, and SQL is also required.
Preference for candidates who can demonstrate best practices in risk model development such as Historical VaR, Monte Carlo VaR, Multi‑Factor Risk Models, Stressed VaR, Liquidity Risk models, etc.
Education
Master’s in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline.
Pay Rate $51.75/hr depending on experience.
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 federal law. All qualified applicants are encouraged to apply, and employment decisions are based solely on merit, qualifications, and business needs.
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