JOB DESCRIPTION

Job #: 4270
Title: Senior Quantitative Risk Modeler
Job Location: Chicago, Illinois - United States
Employment Type:
Salary: $125,000.00 - $195,000.00 - US Dollars - Yearly
Other Compensation: Traditional Bank
Employer Will Recruit From: Nationwide
Relocation Paid?: Yes

WHY IS THIS A GREAT OPPORTUNITY?


Opportunity Description:

The iSenior Quantitative Risk Modeler s tasked with determining risk for all lines of businesses in the client's expanding United States geographical footprint.

JOB DESCRIPTION

Overview:

  • The Senior Quantitative Risk Modeler will have the opportunity to join a strong Quantitative Risk team which quantifies risk for numerous lines of business, transactions and operational platforms. The Quantitative Risk Group is a business and credit facing team which provides vital risk metric model creation.
  • The analyst will work across all client divisions.
  • The Senior Quantitative Risk Modeler will be accountable for designing and developing new methodologies which better capture risk and business opportunities.
  • Will also be responsible for communication with frontline risk partners regarding impacts and communicating complex risk dynamics in an easy to understand manner. They will also confirm that risk is captured properly in internal risk systems as well as be a participant in system testing for regulatory projects.
  • Responsible for autonomously conducting quantitative analytics and modeling projects. Responsible for developing new models, analytic processes or systems approaches. 

QUALIFICATIONS

Required:

  • Excellent knowledge of counterparty risk measurement techniques on derivatives and financing transactions
  • Deep computer skills (Office, VBA, Bloomberg, SQL)
  • Strong communication skills both written and verbal
  • Knowledge of Python
  • Familiar with Basel III concepts and metrics
  • Master or PhD degree in a quantitative discipline, finance oreconomics
  • Outstanding candidates must possess excellent quantitative/analytic skills and a broad knowledge of financial markets and products.

Education:
University - Bachelor's Degree/3-4 Year Degree

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