Jobs via Dice
Quant Risk QA Consultant (W2, Hybrid Chicago)
Jobs via Dice, Chicago, Illinois, United States, 60290
Quant Risk QA Consultant (W2, Hybrid Chicago)
Posted 4 days ago. Be among the first 25 applicants to apply.
This is a Contract position (W2) based out of Chicago, IL, working in a hybrid onsite environment.
Description
Strong quantitative and analytical experience
Excellent programming, communication, and documentation skills
Knowledge of financial markets
Advanced quantitative risk modeling and statistical models preferred
Advanced derivatives modeling and volatility models preferred
Experience with C++/C#, R, VBA, and SQL
Demonstrated best practices in developing risk models such as Historical VaR, Monte Carlo VaR, Multi‑Factor Risk Models, Stressed VaR, and Liquidity Risk models
Skills
Programming (C++, C#, VBA, SQL)
Monte Carlo VaR and other risk model development
Experience developing risk models
Job Type & Location Contract position based in Chicago, IL.
Pay and Benefits The pay range for this position is $40.00 – $51.00 per hour. Benefits (subject to eligibility and plan terms) may include Medical, Dental & Vision; Critical Illness; Accident & Hospital; 401(k) Retirement Plan (pre‑tax and Roth); Life Insurance (Voluntary Life & AD&D for employee and dependents); Short and Long‑Term Disability; Health Spending Account (HSA); Transportation; Employee Assistance Program; and Paid Time Off.
Workplace Type Fully onsite position in Chicago, IL.
Application Deadline The position is anticipated to close on Dec 24, 2025.
About TEKsystems We’re partners in transformation. TEKsystems is an Allegis Group company and a leading provider of business and technology services.
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.
#J-18808-Ljbffr
This is a Contract position (W2) based out of Chicago, IL, working in a hybrid onsite environment.
Description
Strong quantitative and analytical experience
Excellent programming, communication, and documentation skills
Knowledge of financial markets
Advanced quantitative risk modeling and statistical models preferred
Advanced derivatives modeling and volatility models preferred
Experience with C++/C#, R, VBA, and SQL
Demonstrated best practices in developing risk models such as Historical VaR, Monte Carlo VaR, Multi‑Factor Risk Models, Stressed VaR, and Liquidity Risk models
Skills
Programming (C++, C#, VBA, SQL)
Monte Carlo VaR and other risk model development
Experience developing risk models
Job Type & Location Contract position based in Chicago, IL.
Pay and Benefits The pay range for this position is $40.00 – $51.00 per hour. Benefits (subject to eligibility and plan terms) may include Medical, Dental & Vision; Critical Illness; Accident & Hospital; 401(k) Retirement Plan (pre‑tax and Roth); Life Insurance (Voluntary Life & AD&D for employee and dependents); Short and Long‑Term Disability; Health Spending Account (HSA); Transportation; Employee Assistance Program; and Paid Time Off.
Workplace Type Fully onsite position in Chicago, IL.
Application Deadline The position is anticipated to close on Dec 24, 2025.
About TEKsystems We’re partners in transformation. TEKsystems is an Allegis Group company and a leading provider of business and technology services.
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.
#J-18808-Ljbffr