Quant Risk Modeling Consultant — Onsite Chicago (12-Mo)

Chamberlain Advisors; Chicago (IL); On-site; USD 70,257 - 78,523; Full time

Benefits offered by this job

401K

Healthcare and Dental Insurance Plan

Job summary

Chamberlain Advisors is seeking a Quantitative Risk Management Consultant in Chicago, IL to support risk management activities. The role includes executing code release testing, validating models, and collaborating with IT teams. Candidates need a Master's degree in a related field and excellent programming skills. Compensation includes a competitive hourly rate, along with benefits such as 401K and healthcare options. This position is critical in ensuring the accuracy and reliability of risk models in a dynamic environment.

Qualifications

• Strong quantitative and analytical background.
• Experience in quantitative risk modeling and statistical models.
• Knowledge of financial markets.

Responsibilities

• Execute code release testing for quantitative risk systems.
• Perform historical data validation for model inputs.
• Collaborate with Quantitative Risk and IT teams to resolve issues.

Skills

Quantitative and analytical background

Programming in C++/C#, R, VBA, SQL

Excellent communication skills

Knowledge of financial markets

Education

Master's in Computer Science, Financial Engineering, Mathematics or related

Tools

Statistical models in risk management

Derivatives modeling and volatility models

Job description

Chamberlain Advisors is seeking a Quantitative Risk Management Consultant in Chicago, IL to support risk management activities. The role includes executing code release testing, validating models, and collaborating with IT teams. Candidates need a Master's degree in a related field and excellent programming skills. Compensation includes a competitive hourly rate, along with benefits such as 401K and healthcare options. This position is critical in ensuring the accuracy and reliability of risk models in a dynamic environment.