Senior Quantitative Risk Lead — Derivatives Clearing
cedar caresChicago, IL
Senior Quantitative Risk Lead — Derivatives Clearing
L5
cedar caresChicago, ILyesterday
Occupations
Financial Quantitative AnalystsFinancial Risk SpecialistsFinancial and Investment AnalystsIndustries
Investment Banking and Securities IntermediationCommodity Contracts IntermediationPortfolio Management and Investment AdviceCboe Global Markets is seeking a Quantitative Risk Manager in Chicago to design derivatives valuation, portfolio margin models, and comprehensive risk analytics. You will partner with the Risk Management team to validate models, monitor performance, and ensure regulatory compliance while driving data-driven decisions.
The role requires 10+ years in financial modeling within Capital Markets, mastery of VaR and stress testing, and strong Python programming capabilities.
Apply now
Level
SeniorL5
Location
Chicago, IL
Occupation
Financial Quantitative Analysts
Industry
Investment Banking and Securities Intermediation
Posted
yesterday
To get sharper similar jobs, create your profile using the link below.