Quantitative Risk Management Associate
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 Management Associate for cleared OTC products such as Interest Rate Swaps, Credit Default Swaps, FX, and Swaptions. The immediate focus of this role will be on developing and enhancing pricing models and quantitative approaches for margin methodologies to appropriately collateralize Clearing House exposures.
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Qualifications:
? 2-4 years of experience working with and developing pricing models and financial analytics tools.
? Candidate must have an advanced (PhD or MSc) quantitative background (Math, Stats)
? Ideal candidate will have a broad knowledge of derivatives and fixed income securities.
? Deep understanding of interest rate curve construction, dual curve pricing, volatility surface (cube), CDS pricing, and liquidity modeling.
? Provide recommendations to enhance existing analytical models and focus on designing and implementing new models (e.g. VaR, back test, stress test, etc.)
? 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, or C++.
? 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.
?
See Job Description
Quantitative Risk Management Associate
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 Management Associate for cleared OTC products such as Interest Rate Swaps, Credit Default Swaps, FX, and Swaptions. The immediate focus of this role will be on developing and enhancing pricing models and quantitative approaches for margin methodologies to appropriately collateralize Clearing House exposures.
?
Qualifications:
? 2-4 years of experience working with and developing pricing models and financial analytics tools.
? Candidate must have an advanced (PhD or MSc) quantitative background (Math, Stats)
? Ideal candidate will have a broad knowledge of derivatives and fixed income securities.
? Deep understanding of interest rate curve construction, dual curve pricing, volatility surface (cube), CDS pricing, and liquidity modeling.
? Provide recommendations to enhance existing analytical models and focus on designing and implementing new models (e.g. VaR, back test, stress test, etc.)
? 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, or C++.
? 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.
?
See Job Description
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