Quantitative Risk Management Consultant

Quantitative Risk Management Consultant

This position is for a Quantitative Risk Management Consultant based in Chicago, IL, working onsite five days a week. The role is a contract position that involves developing, analyzing, and back-testing models within a risk management setting. The candidate will work with generic technology tools to validate data and models.

Key responsibilities include:

• Develop and analyze models for risk management initiatives.
• Conduct code release testing and validate historical data.
• Perform margin and stress testing model validation.
• Back-test portfolios to ensure model accuracy.
• Research and implement solutions to complex problems.

Qualifications:

• Master's degree in Computer Science, Financial Engineering, Mathematics, or a related field.
• Strong quantitative and analytical skills.
• Excellent programming, communication, and documentation abilities.
• Knowledge of financial markets and risk modeling.
• Experience in advanced derivatives and volatility models.

Core technologies:

Generic Technology | Statistical Models | Data Validation | Curve Construction