Quant Risk Manager

A leading Financial Client of ours is looking for a Quant Risk Manager to work out of Chicago, IL. This is a fulltime position offering base salary benefits (Insurance Bonus Holidays) Experience: 6 years of experience in pricing complex derivatives and performing advanced statistical analysis on underlying risk factors. Very strong expertise (3 years) with Bond Mathematics, Fixed income Pricing and Risk modeling as well as with team management 3 years in developing risk models (e.g. Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, and Liquidity Risk models) as well as model evaluation techniques (backtesting, sensitivity analysis, coverage statistics, etc.) Experience providing theoretical justifications of risk models, for internal as well as external stakeholders. Also experience in developing risk model transparency and what-if analytics for risk managers, end users and regulatory stakeholders alike. Experience in writing model documentation and technical presentations The following would also be considered a plus: Experience in developing the type of risk models used by clearing houses and market risk teams Experience with modern OO libraries, implementing pricing or risk frameworks Skills & Software Requirements: Proficiency in programming languages such as C++, Python, VBA and SQL is essential.