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Informatic Technologies, Inc. · 6 hours ago

Quantitative Risk Analyst

Chicago, IL

Contract

Onsite

Mid Level

Informatic Technologies, Inc. is seeking a Quantitative Risk QA Consultant for a long-term contract with a financial services client. The role involves assisting the Clearing Department with quant risk activities, including developing, analyzing, and testing various Margin models across multiple asset classes.

AnalyticsBig DataManagement Consulting

Hiring Manager

Azaad Babu

Responsibilities

Daily responsibilities include code release testing for all Client's code releases, historical data validation, margin and stress testing model validation, and portfolio back-testing. The candidate must have the ability to efficiently, effectively, and independently conduct research, analyze problems, formulate and implement solutions, and produce high quality results on time

Qualification

Quantitative risk modelingStatistical modelsProgramming languagesFinancial markets knowledgeAnalytical skillsCommunication skillsDocumentation skills

Required

Strong quantitative and analytical background

Excellent programming, communication, and documentation skills

Knowledge of financial markets

Experience with programming languages such as C++/C#, R, VBA, and SQL

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

Preferred

Knowledge in advanced quantitative risk modeling and knowledge of statistical models in risk management

Knowledge in advanced derivatives modeling and knowledge of volatility models

Preference will be given to candidates who can demonstrate the best practices in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models

Company

Informatic Technologies, Inc.

Overview We are a Woman Owned Minority National IT Solutions provider and a Systems Integrator, specializing in Digital Transformation solutions, Data Management/Analytics and GRC Solutions.

Founded in 1996