Quantitative Risk Manager. (Multiple Positions). . Chicago Mercantile Exchange Inc. . Chicago, IL. Mentor a team of Quantitative Analysts in research and development of risk management model covering various asset classes, including models related to Value-at-Risk, stress test and liquidity risk. Lead projects in financial derivatives pricing, data cleansing and analytics, including sensitivity analysis (such as option Greeks, risk factor and par...
Senior Software Engineer (Multiple Positions), Chicago Mercantile Exchange Inc., Chicago, IL. Engineer secure, scalable and reliable technology solutions. Independently design and code. Perform database modeling and intermediate database tuning. Identify potential opportunities for code optimization. Provide input for code reviews and help with environment build deployments, release notes and build notices. Review and troubleshoot code to identif...
