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