CME Group is the world's leading and most diverse derivatives exchange. Our Quants team are working with complex and advanced modelling and we're looking for someone ready for a new challenge to join the London team. The Senior Quantitative Risk Associate is responsible for developing Risk/Pricing Models that evaluate counterparty exposures to the Clearing House. These include models related to Pricing, Value-at-Risk, Stress Testing, Liquidity, Regulatory Capital, & also developing tools for Portfolio Analytics. The incumbent also works to develop strategies to perform back-testing to ensure the adequacy of margin coverage & model assumptions.
Principal Accountabilities:
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