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Quantitative Risk Analyst

Chicago, IL · Information Technology · 150000
  • Salary in the $125-150,000 range.
  • Comprehensive Benefit and Retirement Programs. 
  • Hybrid - some remote, some on-site
  • Global broker-dealer with an opportunity for growth and development.

 

The Quantitative Risk Analyst will collaborate with a team to assess the market, financial, and operational risks, validate quantitative models, evaluate private and complex asset valuations, as well as determine the effectiveness of risk management models and tools.

  • Review and validate the risk measures used as inputs in the Standard Initial Margin Model (SIMM).
  • Identify and close gaps in the firm’s ability to price and analyze risk on linear and non-linear products across equity, commodity, fixed-income, and foreign exchange asset classes.
  • Take regular training sessions on pricing and analyzing the risk on complex financial instruments, including exotic options, credit default swaps, cross-currency swaps, interest rate swaps, and swap options.
  • Present issues related to risk parameters and model assumptions to senior stakeholders on a regular basis.

Who Will Be a Great Fit for the Quantitative Risk Analyst position? 

  • 5+ years of risk or related broker-dealer experience
  • Advanced financial data and statement analysis skillset
  • Self-starter, able to work independently to resolve problems and implement new initiatives in support of team goals
  • Highly proficient in MS Office, Intermediate to Advanced Excel skills
  • SQL, Python, and R proficiency
  • Ability to work on simultaneous projects and adhere to strict deadlines
  • Excellent communication skills and a can-do attitude

 


As recruiters, we are skilled in our field and understand how to match an opportunity with the individual. If you choose to send us your resume, be advised we will not share it with any employer without your permission. 

If this isn't the right position for you, please share it with someone who might be interested. In the meantime, please look at our website – we have other openings that may suit your needs!

Thank you,

Brian Hughes
https://www.greatbaystaffing.com
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