Job Details

Quantitative Risk Management Consultant

London, United Kingdom, Permanent

Posted: 24 mins ago


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. 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.

To learn more about what a career at CME Group can offer you, visit us at .


The Risk Management Analyst Consultant will assist in developing risk and pricing models that evaluate counter-party exposures to the Clearing House. This includes models related to pricing, Value-at-Risk, stress testing, liquidity, and regulatory capital, and also developing tools for portfolio analytics (e.g. sensitivities, risk reports, and margin adequacy). The consultant will also perform the back testing and statistical analyses required to ensure the adequacy of margins and to justify model assumptions.

Quantitative Modeling Tasks:
The consultant will work on modelling, building and deployment of risk framework for OTC equity products. It will involve good amount of work on building data history for various products, conducting statistical research, curve construction, risk framework modelling. Knowledge on derivative pricing, understanding of equity and interest rate markets are also required to assist with the data imputation and risk modelling.

Algorithmic Code development/maintenance tasks:
The work here involved researching optimization algorithms, prototyping and then writing C++ Risk Libraries. As part of the initiative there will likely also be the need to use Python/Java/SQL for data sourcing and other ancillary analytics to the code optimization algorithm.

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Job Details

Full Time
London, United Kingdom