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Quantitative Risk Management Analyst Consultant

London, United Kingdom, £ £ - Annual Annual, Permanent


Job Description

  • Assist the team in conducting empirical studies which help make recommendations on margin levels, modeling issues, and other risk-mitigation measures.
  • Work to develop strategies to perform back-testing 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.

Strong knowledge of pricing derivatives and performing statistical analysis on underlying risk factors (returns' distribution, volatility, correlations, etc.)
The candidate should also have had academic experience in probability theory, stochastic processes.
Programming languages such as C++, Python, R and SQL are essential.
The successful candidate must also possess strong oral and written communication skills.

CME Group: Where Futures Are Made

CME Group () is the world's leading and most diverse derivatives marketplace. But who we are goes deeper than that. Here, you can impact markets worldwide. Transform industries. And build a career shaping tomorrow. We invest in your success and you own it, all while working alongside a team of leading experts who inspire you in ways big and small. Joining our company gives you the opportunity to make a difference in global financial markets every day, whether you work on our industry-leading technology and risk management services, our benchmark products or in a corporate services area that helps us serve our customers better. With 2,500 employees located around the world, we're small enough for you and your contributions to be known. But big enough for your ideas to make an impact. The pace is dynamic, the work is unlike any other firm in the business, and the possibilities are endless. Problem solvers, difference makers, trailblazers. Those are our people. And we're looking for more.

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Job Details

Full Time
London, United Kingdom
£ £ - Annual Annual