Sr Quant Risk Management Analyst - London, United Kingdom - eFinancialCareers

eFinancialCareers

Verified Company

London, United Kingdom

2 weeks ago

Posted by:

Tom O´Connor

beBee Recruiter

Description

Description

The Quantitative Risk Analyst is responsible for working in a team that develops Risk/Pricing Models evaluating counterparty exposures to the Clearing House, including models related to Pricing, Value-at-Risk, Stress Testing, Liquidity, Regulatory Capital,& also developing tools for Portfolio Analytics.

He/She works in a team that performs back testing & statistical analysis required to ensure the adequacy of margin coverage & justify other model assumptions.

Principal Accountabilities:

Conduct empirical studies and make recommendations on margin levels, modeling issues, and other riskmitigation measures. Ensure that the model is up to date with the proven theories in the field.
Ensure deployment, testing and continuous improvement of these models within the Production Infrastructure of CME.
Present results to Sr. Management and/or Risk Committees.
Work on a team that enhances existing risk models as well as designs/prototypes new models across different asset classes like OTC and Futures (e.g. Pricing, VaR, Backtest, Stress, Liquidity, etc.).

Skills & Software Requirements:
Experience with some programming languages such as C++/C#, R, VBA and SQL is also required.

CME Group:
Where Futures Are Made