Title: Quantitative Risk Management Consultant
Location: Chicago, IL (Onsite)
Position Type: Contract
Compensation
Pay Range:$41.65-$59.50 Per Hr
Description
This position is for a Quantitative Risk Management Consultant based in Chicago, IL, working onsite five days a week.
The role is a contract position that involves developing, analyzing, and back-testing models within a risk management setting.
The candidate will work with generic technology tools to validate data and models.
Key Responsibilities
Develop and analyze models for risk management initiatives.
Conduct code release testing and validate historical data.
Perform margin and stress testing model validation.
Back-test portfolios to ensure model accuracy.
Research and implement solutions to complex problems.
Qualifications
Master's degree in Computer Science, Financial Engineering, Mathematics, or a related field.
Strong quantitative and analytical skills.
Excellent programming, communication, and documentation abilities.
Knowledge of financial markets and risk modeling.
Experience in advanced derivatives and volatility models.
Core Technologies
Generic Technology | Statistical Models | Data Validation | Curve Construction
Contact Information
Ben Porter,ben.porter@itmmi.com
Onboarding Expectations
Learn more about our Onboarding Process here https://youtu.be/rjV_NFYjyY4
EEO Statement
Learn more about our EEO policy here https://www.mitchellmartin.com/eoe-statement