Jobs via Dice
Software Guidance & Assistance, Inc. (SGA) is searching for a
Quant Risk QA Consultant
for a
Contract
assignment with one of our premier
Financial Services
clients in
Chicago, IL .
The candidate will assist the Clearing Department on day‑to‑day activities in support of quant risk and IT teams. The Risk Management Department develops, analyzes, and tests various margin models across multiple asset classes for clearing initiatives.
Responsibilities
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, and produce high‑quality results on time.
Required Skills
Strong quantitative and analytical background.
Excellent programming, communication, and documentation skills.
Knowledge of financial markets.
Advanced quantitative risk modeling and statistical models in risk management preferred.
Advanced derivatives modeling and volatility models preferred.
Experience with C++/C#, R, VBA, and SQL.
Best practices in developing risk models such as Historical VaR, Monte Carlo VaR, Multi‑Factor Risk Models, Stressed VaR, Liquidity Risk models, etc.
Master’s in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline.
SGA is a women‑owned business. We are an Equal Opportunity Employer and do not discriminate on the basis of Race, Color, Sex, Sexual Orientation, Gender Identity, Religion, National Origin, Disability, Veteran Status, Age, Marital Status, Pregnancy, Genetic Information, or Other Legally Protected Status. We are committed to providing access, equal opportunity, and reasonable accommodation for individuals with disabilities in employment, and our services, programs, and activities. Please visit our company to request an accommodation or assistance regarding our policy.
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Quant Risk QA Consultant
for a
Contract
assignment with one of our premier
Financial Services
clients in
Chicago, IL .
The candidate will assist the Clearing Department on day‑to‑day activities in support of quant risk and IT teams. The Risk Management Department develops, analyzes, and tests various margin models across multiple asset classes for clearing initiatives.
Responsibilities
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, and produce high‑quality results on time.
Required Skills
Strong quantitative and analytical background.
Excellent programming, communication, and documentation skills.
Knowledge of financial markets.
Advanced quantitative risk modeling and statistical models in risk management preferred.
Advanced derivatives modeling and volatility models preferred.
Experience with C++/C#, R, VBA, and SQL.
Best practices in developing risk models such as Historical VaR, Monte Carlo VaR, Multi‑Factor Risk Models, Stressed VaR, Liquidity Risk models, etc.
Master’s in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline.
SGA is a women‑owned business. We are an Equal Opportunity Employer and do not discriminate on the basis of Race, Color, Sex, Sexual Orientation, Gender Identity, Religion, National Origin, Disability, Veteran Status, Age, Marital Status, Pregnancy, Genetic Information, or Other Legally Protected Status. We are committed to providing access, equal opportunity, and reasonable accommodation for individuals with disabilities in employment, and our services, programs, and activities. Please visit our company to request an accommodation or assistance regarding our policy.
#J-18808-Ljbffr