Manager, Quantitative Risk Modeling
4 weeks ago
Title: Manager, Quantitative Risk Modeling
Location: Chicago, IL (Hybrid)
Duration: Full-Time
What 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) in quantitative finance, risk management, or related fields, with a focus on market risk modeling.
- Strong knowledge of mortgage-backed securities, fixed income structured products, interest rate derivatives, and advanced understanding of financial regulatory environment.
- Proficiency in statistical, mathematical modeling techniques and quantitative methods used in market risk modeling.
- Exceptional analytical and problem-solving abilities, with keen attention to detail.
- Proficiency in programming languages such as C/C++/C#, Python or R for data analysis and model implementation.
- Familiarity with database querying languages (e.g., SQL) for data extraction and manipulation is preferred.
- Excellent leadership and management skills, with the ability to build and motivate a high-performing team.
- Strong organizational skills, with the ability to prioritize and manage multiple projects simultaneously.
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Manager, Quantitative Risk Modeling
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