Quantitative Risk Management Consultant jobs in United States
cer-icon
Apply on Employer Site
company-logo

CME Group · 9 hours ago

Quantitative Risk Management Consultant

CME Group is the world’s leading derivatives marketplace, and they are seeking a Quantitative Risk Management Consultant to assist the Clearing Department with day-to-day activities in support of the quant risk team. The role involves developing, analyzing, and back-testing models for clearing initiatives, along with conducting research and producing high-quality results on time.

FinanceFinancial ServicesMarketplaceStock Exchanges
check
Comp. & Benefits
check
H1B Sponsor Likelynote

Responsibilities

Daily responsibilities include code release testing, 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 KnowledgeAdvanced Derivatives ModelingAnalytical SkillsCommunication SkillsDocumentation Skills

Required

Masters (and above) in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline
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, Python, and SQL is also required

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, etc

Company

CME Group

company-logo
CME Group is a diverse derivatives marketplace that manages risk and capture opportunities.

H1B Sponsorship

CME Group has a track record of offering H1B sponsorships. Please note that this does not guarantee sponsorship for this specific role. Below presents additional info for your reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (2)
2024 (1)
2023 (1)
2022 (3)
2021 (2)
2020 (9)

Funding

Current Stage
Public Company
Total Funding
$1B
Key Investors
Google
2021-11-04Post Ipo Equity· $1B
2002-12-06IPO

Leadership Team

leader-logo
Lynne Fitzpatrick
President and CFO
linkedin
leader-logo
Julie Holzrichter
Chief Operating Officer
linkedin
Company data provided by crunchbase