Title: Manager, Quantitative Risk Modeling

Location: Chicago, IL (Hybrid)

Duration: Full-Time

What you’ll bring:

• Master's in a quantitative discipline such as mathematics, statistics, finance, or related fields. A designation of CFA (Chartered Financial Analyst) or FRM (Financial Risk Manager) or Ph.D. degree is a plus.
• Extensive modeling experience (9 years) in quantitative finance, risk management, or related fields, with a focus on market risk modeling.
• Strong knowledge of mortgage-backed securities, fixed income structured products, interest rate derivatives, and advanced understanding of financial regulatory environment.
• Proficiency in statistical, mathematical modeling techniques and quantitative methods used in market risk modeling.
• Exceptional analytical and problem-solving abilities, with keen attention to detail.
• Proficiency in programming languages such as C/C /C#, Python or R for data analysis and model implementation.
• Familiarity with database querying languages (e.g., SQL) for data extraction and manipulation is preferred.
• Excellent leadership and management skills, with the ability to build and motivate a high-performing team.
• Strong organizational skills, with the ability to prioritize and manage multiple projects simultaneously.