Quantitative Risk Manager- OTC Derivatives

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Job Title:
QUANTITATIVE RISK MANAGER- OTC DERIVATIVES
Job Description:
Job ID(17830)
Chicago based financial institution is looking for Quantitative Analysts to help in the design, development and testing of new risk management models for evaluating OTC derivatives market exposure and risk. The position involves designing and developing back-test and stress test methods for fixed income products, VaR models for financial products, conduct empirical studies and make recommendations on risk management system enhancements and spearhead the research and integration of new products into the existing risk management system. The candidate must have 3 or more years of relevant Quantitative Risk Management experience, knowledge of VaR , term structure model implementation, programming capability in Matlab and SQL and be very adept at implementing mathematical models. An advanced degree in quantitative discipline is required. PhD would be a plus.

Recruiter: Jim Geiger

Salary: Competitive Compensation Location: Chicago
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Job Categories: Derivatives/Futures/FX & Structured Transactions, Quantitative Finance/Financial Engineering
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