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Quant Risk Management Consultant

Employer
CME Group
Location
London, United Kingdom
Salary
Competitive
Closing date
Apr 6, 2023

View more

Job Function
Other
Industry Sector
Finance - General
Employment Type
Full Time
Education
Bachelors
Description
CME Group is the world's leading and most diverse derivatives exchange.
Our Quants team are working on advanced risk management modelling and we're looking for someone ready for a new challenge to join the London team.
The Quantitative Risk Management Consultant is responsible for developing Risk/Pricing Models that evaluate counterparty exposures to the Clearing House.
These include models related to Pricing, Value-at-Risk, Stress Testing, Liquidity, and also developing tools for Portfolio Analytics. The incumbent also works to develop strategies to perform back-testing to ensure the adequacy of margin coverage & model assumptions.

Qualifications:
Master's or PhD degree in Quantitative Finance, Statistics, Mathematics, Computer Science, Physics, or a relevant scientific field.
Strong knowledge of derivatives pricing and Greeks sensitivity analysis.

Solid understanding on time-series data analysis and statistical analysis method .
Experience on developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, and Liquidity Risk models.

Proficiency in one or more programming languages such as C++/C#, Python, and SQL.

CME Group: Where Futures Are Made

CME Group (www.cmegroup.com) 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 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.

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