Manager, Quantitative Risk Management recruitment
Position Description:
CME Group is the leading exchange and clearing house for listed products. In its unique position as the most diverse clearing house, it is in the forefront of the clearing of OTC products, which is mandated by the financial reform.
CME group has an immediate opening for a Quantitative Risk Manager for cleared OTC products. The immediate focus of this role will be on developing efficient pricing models as it relates to Interest Rate Swaps, FX, and Swaptions.
Qualifications:
• 3+ years of experience working with and developing pricing models
• Candidate must have an advanced (PhD or MSc) quantitative background (Math, Stats)
• Deep understanding of interest rate curve construction, dual curve pricing, volatility surface (cube), skews, swaptions liquidity, and greeks.
• Strong critical thinking, deep understanding of statistical analysis, option pricing and term structure models
• Hands-on development skills and ability to assist in the development, testing, and implementation of new models
• Development experience with VBA, MATLAB, Monte Carlo, C++, or VBA
• Experience working with senior management requiring consensus-building
• Strong communication skills including strong presentation skills
• Ability to work in a fast-paced environment and collaborate with several business areas across the organization.