Hybrid Liquidity Risk Strategist

CME Group; Chicago (IL); Hybrid; USD 76,000 - 164,000; Full time

Job summary

CME Group in Chicago is seeking a Financial Quantitative Analyst to assess and monitor liquidity and counterparty risk, liaising with Market Risk and related teams to ensure robust oversight and timely escalation.

The role focuses on developing quantitative models, automating risk-monitoring tools, and preparing internal governance reports, while supporting regulatory requests and external inquiries.

Qualifications

• Master’s degree in Financial Mathematics, Applied Mathematics, Economics, Finance, or related field.
• 2 years of experience as Financial Quantitative Analyst or related occupation.
• Experience with margin setting and risk mitigation.
• Experience with Bloomberg.
• Proficiency in C++, C#, Python, R, or Java (3+ languages).
• Experience with relational databases (MS SQL/Oracle) and SQL.
• Pricing derivatives and performing advanced statistical analysis on risk factors.
• Data manipulation and visualization with Tableau or Looker.
• Knowledge of VaR, EVT, and GARCH.
• Financial and Quantitative Analysis.

Responsibilities

• Assess and monitor liquidity risk and counterparty risk profiles.
• Develop, automate, and enhance quantitative models and monitoring tools.
• Prepare reports for internal governance committees and regulatory inquiries.
• Collaborate with Market Risk, Financial Surveillance, Credit, Collateral, Policy, and Quant teams.
• Support regulatory submissions and mandatory reporting.

Skills

C++

C#

R

Python

Java

Education

Master’s degree in Financial Mathematics / Applied Mathematics / Economics / Finance

Tools

Bloomberg

MS SQL

Oracle

SQL

Tableau

Looker

Job description

CME Group in Chicago is seeking a Financial Quantitative Analyst to assess and monitor liquidity and counterparty risk, liaising with Market Risk and related teams to ensure robust oversight and timely escalation.

The role focuses on developing quantitative models, automating risk-monitoring tools, and preparing internal governance reports, while supporting regulatory requests and external inquiries.