Job Description

Job Title: Senior Quantitative Finance Analyst, Development for Market Risk
Job Location: Illinois


  • Develop quantitative/analytic models and applications in support of market risk assessment and regulatory capital calculation
  • Provide developmental evidence on statistical assumptions of risk and stress testing models
  • Work with model stakeholders on defining model enhancements/changes, performing testing and impact analysis, and conduct ongoing review and analysis
  • Preparation of developmental evidence and document to support internal and external inquiries
  • Partner with various internal groups including Capital, Risk, Technology, and Model Risk Management to provide model transparency and enhancing analytics capability

Required Qualifications:

  • PhD degree in quantitative fields such as statistics, financial engineering, physics, mathematics, computer science, etc.
  • Five to ten years of experience in the financial industry as a quantitative developer/modeler
  • In depth knowledge of statistical methods and data mining techniques
  • Solid understanding of derivatives pricing
  • In depth understanding of Value at Risk and statistical estimation methods
  • Advanced programming skills in Python and R
  • Effective thinking skills to, independently and proactively, identify/suggest/resolve issues
  • Ability to lead projects executions and work with other members of the quant-developer team
  • Strong communication (both written and verbal) and collaboration skills

QBH#: 2031

Application Instructions

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