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Sr Quantitative Finance Analyst - Global Markets

  • Job type: Permanent
  • Location: Chicago
  • Salary: Competitive
  • Job reference: kj52918
  • Sector: Banking and Finance, Quantitative Finance, Selby Jennings
  • Date posted: 30/05/2018
A top American bank has a great position open with their Global Risk Analytics group for a highly skilled quantitative professional! You will be responsible for the development, implementation, and enhancement of capital and loss forecasting models. With a focus on regulatory capital models as well as alternative modeling, this is a high-profile space to be working in and an exciting position for a detail oriented, technically strong individual.


What You Will Find Yourself Doing:

Developing and implementing new models

Enhancing and maintaining existing models

Documentation for internal and regulatory uses


What We Would Like to See from You:

8+ years of relevant experience

Model development, documentation and maintenance experience

Knowledge of different market risk models

Knowledge of credit derivatives is encouraged

Experience using modeling tools like SAS, R

Proficiency in Python or C++

A Masters or Ph.D. in a numerical discipline (ex. Mathematics, Physics, Statistics)


If you think this job is a good fit for you, don’t hesitate to apply in! 

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