Senior Quantitative Risk Management Analyst
Chicago Mercantile Exchange - Chicago, IL

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The senior quantitative risk management analyst will be responsible for evaluating and modeling counterparty exposures to the Clearing House. This will include managing projects to develop tools to monitor P/L, Value-at-Risk, stress testing, and portfolio analytics. Both quantitative and qualitative analysis are utilized to assess market, credit and operational risk to the Clearing House. Developing quantitative approaches to statistical margin methodologies to appropriately collateralize Clearing House exposures is expected. This position is also responsible for maintaining and improving the daily operational and risk management processes under which the Clearing House functions. Interaction with the Clearing Technology Department is required to implement systems enhancements supporting new margining techniques and expansion of CME business. This role requires substantial interaction with customers as well as the ability to operate under time press.

• MBA/MS in finance, economics, advanced mathematics, or related field.
• Candidate must possess strong quantitative, analytical and problem solving skills.
• 3-4 years experience in OTC processing or trade practices is necessary.
• Product knowledge in Interest Rate Swaps, FX, Swaptions, or Futures preferred.
• Ability to work flexibly in a team environment.
• Expertise in Microsoft Office, system development, project management.
• Programming languages such as C++ or Matlab, and the ability to work with a variety of complex systems are highly desired.
• Futures or options industry experience is a plus.
• The successful candidate must also possess strong oral and written communication skills.

As the world’s leading and most diverse derivatives marketplace, CME Group ( ) is where the world comes to manage risk. Based in Chicago, with offices in New York, London, Singapore, Calgary, Houston, São Paulo, Singapore, Tokyo and Washington D.C., our team of more than 2,500 employees has an impact on the global economy every day. We offer:
  • The widest range of global benchmark futures and options available across all major asset classes;
  • The most advanced trading technology;
  • Industry-leading clearing and risk management capabilities;
  • A relentless customer focus, serving leading investment and commercial banks, hedge funds, proprietary trading firms, pension funds, sovereign wealth funds, asset managers, corporations and individual traders; and,
  • A great place to work.

With this strong foundation in place, we are looking to continue growing our business in both listed and over-the-counter markets. To support this growth, we are seeking highly motivated individuals to help foster our corporate culture and uphold our core values of leading with conviction and integrity, advancing the global economy, building lasting relationships and acting with ingenuity every day.

We hope you will consider joining our world-class team.

CME Group - 23 months ago - save job - copy to clipboard
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