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Quantitative Risk Manager Jobs
Company | M2S Tech Solutions |
Address | Chicago, IL, United States |
Employment type | FULL_TIME |
Salary | |
Expires | 2023-07-11 |
Posted at | 11 months ago |
:
TheManagerQuantitativeRiskManagement is responsible for working in a team that developsRisk/Pricing Models that evaluate counterparty exposures to the Clearing House. These include models related to Pricing, Value-at-Risk, Stress Testing, Liquidity, Regulatory Capital, and also developing tools for Portfolio Analytics. The incumbent also works to perform back testing & statistical analysis required to ensure the adequacy of margin coverage & justify other model assumptions.
Principal Accountabilities:
• Conduct empirical and research studies and make recommendations on margin levels, modeling issues, and otherrisk-mitigation measures. Ensure that the model is up to date with the proven theories in the field.
• Ensure deployment, testing and continuous improvement of these models within the Production Infrastructure of CME.
Research and implement projects in financial derivatives pricing, data cleansing and analytics, including sensitivity analysis (such as option Greeks,riskfactor and parameter analysis), scenario analysis and other relevant data analysis.
• Present results to Sr. Management and/orRiskCommittees.
• Work on a team that enhances existingriskmodels as well as designs/prototypes new models across different asset classes like OTC and Futures (e.g., Pricing,RiskModels, Back testing, Stress Testing, Liquidity, etc.).
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