Manager Quantitative Risk Development

1 month ago

Chicago IL United States CME Group Full time
Description
Role is based in our Chicago, IL office and is fully on site.
We don't support remote or out of state working options.

CME Group is the world's leading and most diverse derivatives exchange. The role will be part of the CME Clearing Quantitative Risk Management department. We're looking for someone ready for a new challenge to join the Chicago team.

The Manager Quantitative Risk Development is responsible for developing risk library which incorporates Risk/Pricing Models that evaluate counterparty exposures to the Clearing House.

Principle Accountabilities:
• Code development of new quantitative risk models within the CME C++ production risk library (based on mathematical specifications and research code)
• Writing unit and functional test cases and obtaining test data from systems or other groups
• Work with the QA teams to ensure correctness not only within the risk library itself but also the integration into the wider system infrastructure (e.g. data integrity, correct usage)
• Work with IT teams to help bring the code into production
• Agreeing on time lines, milestones, interfaces, required data, format, and providing documentation and usage assistance
• Lead or manage junior quantitative developers and mentor/develop skills among junior quant developers
• Responsible for code reviews, design discussions and documentation
• Collaborate with offshore development teams and coordinate projects to guarantee a timely delivery

Skills and Software Requirements:
• 4-6+ years of experience
• Excellent knowledge of C++
• Possession of good analytical, mathematical, and problem solving skills, with good quantitative skills being a plus
• Ability to read and understand mathematical and algorithmic specifications
• Good knowledge of Java and/or C#
• Working knowledge of versioning systems (e.g. git) and development environments (e.g. Visual Studio, Eclipse)
• System experience with Linux/Unix environments, databases, Latex documentation system is a plus
• Ability to manage or lead junior developers (onshore and offshore) and to collaborate with other teams (onshore and offshore)
• Good presentation/writing skills on code documentation, white papers, etc. as well as strong oral and written communication skills

Qualifications:
• The requirements are for: Master or Doctorate in Computer Science, Financial Engineering, Financial/Applied/Pure Mathematics, Physics, or a related discipline.
#LI-DS
#LI-Onsite
#dice

CME Group: Where Futures Are Made

CME Group (www.cmegroup.com) is the world's leading derivatives marketplace. But who we are goes deeper than that. Here, you can impact markets worldwide. Transform industries. And build a career shaping tomorrow. We invest in your success and you own it, all while working alongside a team of leading experts who inspire you in ways big and small. Problem solvers, difference makers, trailblazers. Those are our people. And we're looking for more.

At CME Group, we embrace our employees' diverse experiences, cultures and skills, and work to ensure that everyone's perspectives are acknowledged and valued. As an equal opportunity employer, we recognize the importance of a diverse and inclusive workplace and consider all potential employees without regard to any protected characteristic.
The Candidate Privacy Policy can be found here.

  • Quantitative Risk Management Analyst

    7 days ago

    Chicago, United States Intercontinental Exchange Holdings, Inc. Full time

    Overview: **Job Purpose** The Quantitative Risk Management Analyst joins a very dynamic team exposed to and challenged with complex pricing and risk management problems requiring quantitative research, large scale implementations, supporting numerical libraries, prototyping and supporting of state-of-the-art front office pricing and risk management systems....

  • Senior Software Developer

    1 day ago

    Chicago, United States Request Technology, LLC Full time

    Senior Software Developer Quantitative RiskSalary: Open + BonusLocation: Chicago, ILHybrid: 3 days onsite, 2 days remote*This role is open to sponsorship candidates* QualificationsMaster s degree in a computational or numerical field such as computer science, information systems, mathematics, physics7+ years of experience as a software developer with...

  • Manager, Quantitative Risk Modeling

    4 weeks ago

    Chicago, United States Diligente Technologies Full time

    Title: Manager, Quantitative Risk Modeling Location: Chicago, IL (Hybrid)Duration: Full-TimeWhat you’ll bring:Master's in a quantitative discipline such as mathematics, statistics, finance, or related fields. A designation of CFA (Chartered Financial Analyst) or FRM (Financial Risk Manager) or Ph.D. degree is a plus.Extensive modeling experience (9+ years)...

  • Manager, Quantitative Risk Modeling

    4 weeks ago

    Chicago, United States Diligente Technologies Full time

    Title: Manager, Quantitative Risk Modeling Location: Chicago, IL (Hybrid)Duration: Full-TimeWhat you’ll bring:Master's in a quantitative discipline such as mathematics, statistics, finance, or related fields. A designation of CFA (Chartered Financial Analyst) or FRM (Financial Risk Manager) or Ph.D. degree is a plus.Extensive modeling experience (9+ years)...

  • Manager, Quantitative Risk Modeling

    4 weeks ago

    Chicago, United States Diligente Technologies Full time

    Title: Manager, Quantitative Risk Modeling Location: Chicago, IL (Hybrid)Duration: Full-TimeWhat you’ll bring:Master's in a quantitative discipline such as mathematics, statistics, finance, or related fields. A designation of CFA (Chartered Financial Analyst) or FRM (Financial Risk Manager) or Ph.D. degree is a plus.Extensive modeling experience (9+ years)...

  • Director/VP, Quantitative Risk Management

    1 week ago

    Chicago, United States Crypto Full time

    About the role We are seeking an experienced risk quant to join our exchange team, which helps manage the risk across Crypto.com Exchange. The main responsibilities of the risk quant include designing, implementing and maintaining innovative risk models and monitoring tools. You will be contributing to the building of a fast growing trading platform with...

  • Associate Principal Quantitative Risk Management Analyst

    3 weeks ago

    Chicago, United States Selby Jennings Full time

    Position Overview: Selby Jennings is actively partnered with the world's largest equity derivatives clearing organization to source talent for an Associate Principal Quantitative Risk Management Analyst. This position will spearhead Quantitative Risk Management (QRM) functions, focusing on developing and maintaining risk models for margin, clearing fund, and...

  • Associate Principal Quantitative Risk Management Analyst

    5 days ago

    Chicago, United States Selby Jennings Full time

    Position Overview: Selby Jennings is actively partnered with the world's largest equity derivatives clearing organization to source talent for an Associate Principal Quantitative Risk Management Analyst. This position will spearhead Quantitative Risk Management (QRM) functions, focusing on developing and maintaining risk models for margin, clearing fund, and...

  • Quantitative Investment Risk Management

    1 week ago

    Boston, MA, United States Selby Jennings Full time

    A large international asset management firm in Boston is looking to expand their Investment Risk team. The firm has ~$1 trillion in AUM and are one of the biggest asset managers worldwide by market share. They cover all asset classes with a focus on ESG products and provide specialized consulting services to investment professionals intending to build...

  • Quantitative Researcher- Renewable Energy

    1 week ago

    Chicago, IL, United States Goodman Masson Full time

    Senior Quantitative Researcher - Renewable Energy (US, London or Europe) Compensation: $220,000 in the US and £170,000 for London and Europe. My client, a renewable energy firm is looking for a Senior Quantitative Researcher to join their team in the United States. This role can also be located in London or Europe. In this role, you will report directly to...

  • Junior Quantitative Risk Analyst

    2 weeks ago

    Chicago, Illinois, United States Akuna Capital Full time

    About Akuna: Akuna Capital is an innovative trading firm with a strong focus on collaboration, cutting-edge technology, data driven solutions, and automation. We specialize in providing liquidity as an options market-maker – meaning we are committed to providing competitive quotes that we are willing to both buy and sell. To do this successfully, we design...

  • Manager Risk Management

    1 month ago

    Chicago, IL, United States CME Group Full time

    Description The Manager of Risk Management will be responsible for identifying, evaluating, measuring, and monitoring key risks related to acceptable collateral, counterparties, potential settlement obligations, and exposures. The Manager will perform in-depth research and analysis of market, credit, liquidity, collateral, and position data to identify...

  • Quantitative Researcher

    5 days ago

    Chicago, United States Durlston Partners Full time

    Quant Researcher - Options Market Making - $600kHiring an experienced Quant Researcher to develop quantitative models for a high-performance options market-making desk. Work closely with the technology teams to ensure that trading models and algorithms are seamlessly integrated into the trading infrastructure, with a focus on low-latency execution.Key...

  • HFT Quantitative Trader

    1 week ago

    Chicago, IL, United States eFinancialCareers Full time

    What you will do: Improve current and create new fully systematic futures strategies Deploy, run, and manage strategies + performance Work with development team to optimize strategies and tools Collaborate with other traders and researchers to maximize the platforms reach and returns Who you are: 3+ years in the prop trading space (ideally within futures)...

  • Quantitative Researcher

    7 days ago

    Chicago, United States Durlston Partners Full time

    Quant Researcher - Options Market Making - $600k Hiring an experienced Quant Researcher to develop quantitative models for a high-performance options market-making desk. Work closely with the technology teams to ensure that trading models and algorithms are seamlessly integrated into the trading infrastructure, with a focus on low-latency execution. Key...

  • Quantitative Researcher

    3 weeks ago

    Chicago, United States Durlston Partners Full time

    Quant Researcher - Options Market Making - $600k Hiring an experienced Quant Researcher to develop quantitative models for a high-performance options market-making desk. Work closely with the technology teams to ensure that trading models and algorithms are seamlessly integrated into the trading infrastructure, with a focus on low-latency execution. Key...

  • Quantitative Researcher

    1 month ago

    Chicago, United States Durlston Partners Full time

    Quant Researcher - Options Market Making - $600k Hiring an experienced Quant Researcher to develop quantitative models for a high-performance options market-making desk. Work closely with the technology teams to ensure that trading models and algorithms are seamlessly integrated into the trading infrastructure, with a focus on low-latency execution.Key...

  • Quantitative Researcher

    5 days ago

    Chicago, United States Durlston Partners Full time

    Quant Researcher - Options Market Making - $600k Hiring an experienced Quant Researcher to develop quantitative models for a high-performance options market-making desk. Work closely with the technology teams to ensure that trading models and algorithms are seamlessly integrated into the trading infrastructure, with a focus on low-latency execution.Key...

  • Options Risk Manager

    6 days ago

    Chicago, United States MA CAPITAL U.S. LLC Full time

    Company Description: We're dedicated to uncovering hidden opportunities within the market. Our approach centers around creating innovative technical solutions that perfectly match our trading strategies, giving us the edge to seize these prospects. These concepts permeate all facets of our business, and we are seeking a like-minded Options Risk Manager Your...

  • Quantitative Analyst

    4 weeks ago

    Chicago, United States Infotek Consulting Services Full time

    Infotek Consulting is searching for two Quantitative/Data Analytics Analysts - this is a hybrid W2 contract assignment based in Chicago. Must be able to go on site twice per week and work on W2 Risk Analytics and Risk Modelling is responsible for the development of analytics to measure and optimize AML and credit risk performance. The AML Analytics team...