Senior Quantitative Risk Modeling Consultant

Talution Group; Chicago (IL); On-site; USD 80,000 - 120,000; Full time

Job summary

Talution Group in Chicago is looking for a candidate to join the Quantitative Risk Team in the Risk Management Department. The role involves developing, analyzing, and back-testing models for clearing initiatives, which includes daily tasks like code release testing and portfolio back-testing.

Qualified candidates should possess a Master’s degree in a related field and have strong quantitative and analytical backgrounds. Excellent programming and communication skills alongside knowledge of financial markets are essential.

Qualifications

• Master’s in computer science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or related discipline.
• Superb quantitative and analytical background.
• Excellent programming, communication, and documentation skills.

Responsibilities

• Conduct research, analyze problems, and implement solutions.
• Perform code release testing and historical data validation.
• Validate margin and stress testing models and back-test portfolios.

Skills

Quantitative analysis

Programming skills

Communication skills

Documentation skills

Knowledge of financial markets

Education

Master's in computer science or related discipline

Job description

Talution Group in Chicago is looking for a candidate to join the Quantitative Risk Team in the Risk Management Department. The role involves developing, analyzing, and back-testing models for clearing initiatives, which includes daily tasks like code release testing and portfolio back-testing.

Qualified candidates should possess a Master’s degree in a related field and have strong quantitative and analytical backgrounds. Excellent programming and communication skills alongside knowledge of financial markets are essential.