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2 часа назад

Liquidity Risk Associate (Financial Quantitative Analysis)

98 500 - 164 100$
Формат работы
hybrid
Тип работы
fulltime
Грейд
middle
Английский
b2
Страна
US
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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TL;DR
Liquidity Risk Associate (Financial Quantitative Analysis): Assessing CME Clearing’s liquidity, collateral, counterparty credit, and market risk exposures through daily monitoring, stress testing, and regulatory reporting with an accent on quantitative modeling, derivatives pricing, and statistical risk analysis. Focus on developing automated risk tools, analyzing large datasets, and presenting findings to internal governance committees.

Location: Chicago, United States; telecommuting permitted on a hybrid schedule determined by the employer.

Salary: $98,500–$164,100 per year. Standard company benefits, including bonus and equity opportunities.

Company

hirify.global operates a global derivatives marketplace and clearing business.

What you will do

  • Monitor market conditions and CME Clearing’s liquidity, collateral, counterparty credit, and market risk exposures.
  • Perform daily liquidity risk monitoring, liquidity stress testing, escalation, and quantitative risk analysis.
  • Develop, automate, and enhance quantitative models, risk monitoring tools, and related systems.
  • Support regulatory requests, mandatory reporting, and submissions for external inquiries.
  • Prepare and present risk reports to CME Clearing’s internal governance committees.

Requirements

  • Master’s degree in Financial Mathematics, Applied Mathematics, Economics, Finance, or a related field.
  • At least 24 months of experience as a Financial Quantitative Analyst or in a related occupation.
  • Two years of experience with margin setting, risk mitigation, Bloomberg, financial and quantitative analysis, and pricing complex derivatives.
  • Experience with at least three of C++, C#, R, Python, and Java.
  • Experience with relational databases, MS SQL or Oracle, SQL, large datasets, and visualization tools such as Tableau or Looker.
  • Experience with VaR, EVT, GARCH, returns distributions, volatility, and correlation analysis.

Culture & Benefits

  • Hybrid work arrangement with telecommuting permitted as determined by the employer.
  • Annual target bonus opportunity and broad-based equity program.
  • Health coverage, a 401(k), an active pension plan, paid time off, and mental health benefits.
  • Education reimbursement and benefits for employees and their dependents.

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