Quantitative Risk Management Consultant

Quantitative Risk Management ConsultantSoftware Guidance & Assistance, Inc., (SGA), is searching for a Quantitative Risk Management Consultant for a contract assignment with one of our premier financial services clients in Chicago, IL. Responsibilities include:The Quantitative Risk Team in the Risk Management Department is responsible for developing, analyzing, and back-testing models for clearing initiatives. Daily responsibilities include code release testing, historical data validation, margin and stress testing model validation, and portfolio back-testing. The candidate must have the ability to efficiently, effectively conduct research, analyze problems, formulate and implement solutions, and produce high quality results on time.Required Skills:Masters in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline.Superb quantitative and analytical background.Excellent programming, communication, and documentation skills.Knowledge of financial markets.Preferred Skills:Work experience or education in advanced quantitative risk modeling and knowledge of statistical models in risk management preferred.Work experience or education in advanced derivatives modeling and knowledge of volatility models preferred.Work experience or education in curve construction and data validation preferred.SGA is a technology and resource solutions provider driven to stand out. We are a women-owned business. Our mission: to solve big IT problems with a more personal, boutique approach. Each year, we match consultants like you to more than 1,000 engagements. When we say let's work better together, we mean it. You'll join a diverse team built on these core values: customer service, employee development, and quality and integrity in everything we do. Be yourself, love what you do and find your passion at work.SGA is an Equal Opportunity Employer and does 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 EEO page to request an accommodation or assistance regarding our policy.