Job Description

Job Title: Senior Quantitative Financial Analyst - Market Risk
Job Location: Illinois


  • Work closely with model developers and risk management groups
  • Validate risk models for VaR, IRC/CRM, stress testing, etc.
  • Review the underlying theory, assumptions, limitations, implementation and testing of the models
  • Identify and quantify associated model risk
  • Analyze results of ongoing monitoring of model performance
  • Prepare model validation reports and technical documents

Required Qualifications:

  • Master's degree in a quantitative field such as mathematics, physics, statistics, or operations research
  • Six+ years of experience in a quantitative finance role
  • Strong intuition for financial markets and risks
  • Strong mathematical and modeling skills
  • Strong programming skills
  • Excellent communication skills (written and verbal)
  • Strong aptitude for independent critical thinking
  • Effective team player
  • Very hands-on and detail oriented, “can-do” attitude

Preferred Qualifications:

  • PhD is preferred
  • Cross-asset class experience
  • C++ or Python

QBH#: 2054

Application Instructions

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