Liquidity Risk Associate (Multiple Openings)

CME Group; Chicago (IL); Hybride; USD 76 000 - 164 000; Plein temps

Résumé du poste

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.

Responsabilités

• 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.

Connaissances

C++

C#

R

Python

Java

Formation

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

Outils

Bloomberg

MS SQL

Oracle

SQL

Tableau

Looker

Description du poste

Assess and monitor market conditions that impact CME’s risk exposures, focusing on liquidity risk. Liaise with Market Risk, Financial Surveillance, Credit, Collateral, Policy, and Quant teams to ensure effective oversight of counterparty credit, liquidity, and collateral risk profiles. Perform daily liquidity risk monitoring procedures, conduct liquidity stress testing, and elevate findings, as necessary. Maintain deep expertise in liquidity risk, relevant domestic and international regulations, and Clearinghouse rulebook requirements. Develop, automate, and enhance quantitative models and risk monitoring tools, as well as maintain and improve existing systems. Respond to regulatory requests, support mandatory reporting, and prepare submissions for external inquiries. Contribute to developing new risk models, improving system functionality, and executing quantitative analyses in support of various risk initiatives. Create and present reports for CME clearing’s internal governance committees, measure CME clearing’s key risks and escalating issues as appropriate. Telecommuting permitted on a hybrid schedule as determined by the employer.

MINIMUM REQUIREMENTS

Master’s degree in Financial Mathematics, Applied Mathematics, Economics, Finance, or a related field and 24 months of experience as a Financial Quantitative Analyst, or a related occupation.

Must have two (2) years of experience with/in:

• Handling margin setting, modeling issues, and other risk-mitigation measures;
• Bloomberg;
• At least three (3) of the following programming languages, C++, C#, R, Python, and/or Java;
• Relational databases including, MS SQL/Oracle and SQL;
• Pricing complex derivatives and performing advanced statistical analysis on underlying risk factors such as returns’ distribution, volatility, and correlations;
• Manipulating and interpreting large data sets, including creating visualizations using tools such as Tableau or Looker;
• Statistical modeling techniques including VaR, EVT, and GARCH; and
• Financial and Quantitative Analysis

SALARY:

$75,608 - $164,100.00 per Year, Standard company benefits.

CME Group is committed to offering a competitive total rewards package for our employees that recognizes their contributions to the business and reflects our long-term investment in their future. Actual salary offered will be dependent on a wide array of factors including but not limited to: relevant experience, skills, education and comparison to internal employees (where relevant). Our compensation program also includes an annual target bonus opportunity for all employees, as well as the opportunity to become an owner in the company through our broad-based equity program. Through our benefits program, we strive to offer flexibility, value and choice. From comprehensive health coverage, to a retirement package that includes both a 401(k) and an active pension plan, to highly competitive education reimbursement provisions, paid time off and a mental health benefit, CME Group offers a holistic benefits package for our team and their dependents.

CME Group is committed to offering a competitive total rewards package for our employees that recognizes their contributions to the business and reflects our long-term investment in their future. The pay range for this role is $98,500-$164,100. Actual salary offered will be dependent on a wide array of factors including but not limited to: relevant experience, skills, education and comparison to internal employees (where relevant). Our compensation program also includes an annual target bonus opportunity for all employees, as well as the opportunity to become an owner in the company through our broad-based equity program. Through our benefits program, we strive to offer flexibility, value and choice. From comprehensive health coverage, to a retirement package that includes both a 401(k) and an active pension plan, to highly competitive education reimbursement provisions, paid time off and a mental health benefit, CME Group offers a holistic benefits package for our team and their dependents.

CME Group: Where Futures are Made

CME Group 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 by 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’ unique experiences and skills to ensure that everyone’s perspectives are acknowledged and valued. As an equal-opportunity employer, we consider all potential employees without regard to any protected characteristic.

Important Notice:

Recruitment fraud is on the rise, with scammers using misleading promises of job offers and interviews to solicit money and personal information from job seekers. CME Group adheres to established procedures designed to maintain trust, confidence and security throughout our recruitment process. Learn more here.