Job Description

Reference # : 18-01591Title : Quant Finance Analyst - Market Risk
Location : Chicago, IL
Position Type : Direct Placement
Experience Level : Start Date : 02/18/2018
Assignment Detail
Industry:Financial ServicesJob Category:Finance / Accounting
Eclaro International is currently recruiting for Quant Finance Analyst - Market Risk for one of our financial services clients.

Job Description:

We are looking for a Senior Quantitative Financial Analyst in its Model Risk Management team. The successful candidate will work on the validation of models in the Global Markets area, including models for market risk, stress testing (CCAR), and prime brokerage.


? Work closely with model developers and risk management groups
? Validate risk models for VaR, IRC/CRM, stress testing, etc.
? Review the underlying theory, assumptions, limitations, implementation and testing of the models
? Identify and quantify associated model risk
? Analyze results of ongoing monitoring of model performance
? Prepare model validation reports and technical documents

Required Skills:

? Master (PhD preferred) in a quantitative field such as mathematics, physics, statistics or operations research
? 6+ years of experience in a quantitative finance role
? Cross-asset class experience a strong plus
? Strong intuition for financial markets and risks
? Strong mathematical and modeling skills
? Strong programming skills (C++ or Python a plus)
? Excellent communication skills (written and verbal)
? Strong aptitude for independent critical thinking
? Effective team player
? Very hands-on and detail oriented, "can-do? attitude

Equal Opportunity Employer: Eclaro values diversity and does not discriminate based on Race, Color, Religion, Sex, Sexual Orientation, Gender Identity, National Origin, Age, Genetic Information, Disability, Protected Veteran Status, or any other legally protected group status.

Application Instructions

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