Quantitative Risk Management Analyst Consultant - London, United Kingdom - eFinancialCareers

eFinancialCareers

Verified Company

London, United Kingdom

1 week ago

Posted by:

Tom O´Connor

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Description

Description

Job Description:

Assist the team in conducting empirical studies which help make recommendations on margin levels, modeling issues, and other riskmitigation measures.
Work to develop strategies to perform backtesting to ensure the adequacy of margin coverage and model assumptions.
Develop quality assurance test cases to test the code developed for margin methodologies
Develop tools to clean and synchronize large sets of data.

Position Requirements

Education & Experience:
Master's degree.

Field of Degree:
Finance, Mathematics, Economics, Statistics or related field.

Skills
Strong knowledge of pricing derivatives and performing statistical analysis on underlying risk factors (returns' distribution, volatility, correlations, etc.)
Programming languages such as C++, Python, R and SQL are essential.

CME Group:
Where Futures Are Made