Lead Associate Principal, Quantitative Risk Management
Chicago - 125 S Franklin, United States
R
USD 128K-230K Mid-level Full Time
Tasks
- Communicate model analysis and collaborate across cross functional departments
- Conduct quality assurance testing for model library with automated unit testing
- Design implement and maintain model prototypes and testing tools
- Develop risk models for pricing margin and stress testing
- Implement new models into model library
- Perform model code reviews and model release testing
- Perform model performance testing and portfolio back testing
- Provide production support and troubleshoot model system and data issues
- Provide quantitative analysis for risk managers on pricing margin and risk calculations
- Review model implementation for requirement verification coding and testing quality
Perks/Benefits
- 401k employer match
- Generous paid time off
- Health benefits (medical, dental, vision)
- Hybrid work environment
- Parental leave
- Remote work up to 2 days per week
- Student loan repayment assistance
- Technology stipend
- Tuition reimbursement
Skills/Tech-stack
Backtesting | Copula | Data Modeling | Design Patterns | Expected shortfall | Finite difference | GARCH | Linear Algebra | MATLAB | Machine Learning | Monte Carlo | Monte Carlo Simulation | Numerical Methods | Object-Oriented | Object-oriented design | Optimization | Probability theory | Python | R | SQL | Scenario Analysis | Series analysis | Statistics | Stochastic Calculus | Stress Testing | Time Series | Time Series Analysis | Value-at-Risk
Education
Related jobs
-
Bond valuation | Budgeting | Capital Markets | Corporate Finance | Credit researchFlexible contract work | Flexible schedule | Fully remoteSenior-level Full TimeUnited States - Remote R3d ago
-
HTML | JSON | Markdown | Matplotlib | NumPyFlexible schedule | Independent contractor role | Performance-Based Incentives | Remote work within CanadaMid-level Contract Full TimeCanada R3d ago
-
MATLAB | NumPy | Pandas | Python | RFlexible scheduling | Part-time project-based workSenior-level FreelanceFlorida, United States - Remote R4d ago
-
MATLAB | NumPy | Pandas | Python | RFlexible schedule | Part-time hours | Project based workSenior-level FreelanceUnited States - Remote R4d ago
-
Senior Data Warehouse Specialist/ETL Developer USD 130K-139KAWS Glue | Agile | Amazon Redshift | Amazon S3 | Control-M401k match | Bereavement leave | Company-Paid Holidays | Health insurance | Life insuranceSenior-level Full TimeUnited States - Remote R5d ago
-
Oracle Analytics Cloud/ADW Specialist USD 86K-178K800-53 | APIs | Analytics Cloud | Audit | Autonomous Data WarehouseCollaborative work environment | Dental insurance | Flexible work environment | Health insurance | Paid HolidaysMid-level Full TimeRemote (United States) R5d ago
-
Third Party Analytics Sr Specialist USD 96K-207KAnalytics reporting | Business Intelligence | Change Management | Data Governance | Data ManagementSenior-level Full TimeVirtual - Ohio, United States R7d ago
-
Candidate pipeline | Candidate pipeline management | Computer Vision | Data Modeling | Generative AISenior-level Full TimeSan Mateo, CA, United States R7d ago
-
Lead Healthcare Data Analyst (Pre-sale) USD 150K-190KBiostatistics | CPT | CVX | Claims data | Clinical informatics401k plan | Flexible location | Generous PTO | Health, dental, vision coverage | Hybrid workSenior-level Full TimePhiladelphia, PA R7d ago
-
Data Visualization & Visitor Agreement Specialist USD 67K-107KAccess Management | Access compliance | Audit Trail | Copyright Compliance | DashboardRemote workMid-level Full TimePrinceton, NJ, United States R8d ago
-
Data Governance | Data Modeling | Data Quality | Data Warehousing | Microsoft OfficeFlexible work arrangement eligibility | Remote work within USEntry-level Part TimePenn State University Park, United States R8d ago
-
Apache Spark | Data Lineage | Data Modeling | Data Quality | Data Quality ManagementRemote work | W2 employmentMid-level Full TimeChicago, IL. R11d ago
-
Data Quality Specialist USD 53K-53KCRM | Customer Service | Data Analysis | Data Governance | Data IntegrityFlexible spending accounts | Free parking | Health insurance | Paid Holidays | Paid parental leaveEntry-level Full TimeDenver R11d ago
-
AI | Azure DevOps | Cloud Computing | Git | Language ModelsFlexible time off | Healthcare | Hybrid work model | Leave benefits | Retirement benefitsMid-level Full TimeNY7 - 50 Hudson Yards, New … R13d ago
-
AI Automation Specialist (REMOTE) USD 100K-130KAPIs | Artificial Intelligence | Automation | CRM | CloudHealth insurance | Retirement plan | Unlimited PTOSenior-level Full TimeUnited States - Remote R25d ago
-
AI Automation Specialist (HYBRID) USD 100K-130KAPI Integration | Artificial Intelligence | CRM | Content Generation | Data ClassificationHealth insurance | Retirement plan | Unlimited PTOMid-level Full TimeWakefield, MA R25d ago
-
Senior Analytics Specialist - Optimization (REMOTE) USD 76K-124KA/B | A/B Testing | Adobe Target | B testing | Cloud platformBenefits package | Remote workSenior-level Full TimeRemote - US, United States R25d ago
-
Strategic AI/BI Account Executive USD 155K-214KAI | Apache Spark | Business Intelligence | Cloud Data | Cloud Data PlatformsExecutive-level Full TimeRemote - New York R25d ago
-
APIs | Airtable | Anthropic APIs | Asana | Automation AnywhereRemote work | U S business hours autonomySenior-level Full TimeUnited States - Remote R26d ago
-
Audit Reporting and Analytics Senior Associate USD 115K-140KAdvanced Analytics | Archer | Audit Reporting | Automation | ComplianceHealth insurance | Hybrid work model | Life insurance | Paid time off | Personal/family care leaveSenior-level Full TimeJersey City, NJ, United States R27d ago
-
Quantitative Asset Specialist USD 105K-135KAnalytical reporting | Business Intelligence | Controls Testing | Data Science | Enterprise governance401k plan | Dental insurance | Disability insurance | Health insurance | Life insuranceMid-level Full TimeCharlotte NC - Telecommuter, United States R28d ago
-
AI Transformation Specialist (Remote, Contract) USD 82K-130KAgent workflows | Artificial Intelligence | Automation | Code Automation | Language ProcessingContract position | Remote workEntry-level ContractGeorgia R1mo ago
-
Alteryx | Automation | Data analytics | Dataset analysis | EmbeddingsHybrid work schedule | On-site work 3 days per week | Remote work 2 days per weekSenior-level Full Time144039-NC-550 S Tryon, United States R1mo ago
-
Payment Integrity Data Mining Ideation SME USD 80K-100K3M Encoder | APC | CMS policies | CPT | Claims ProcessingQuality Initiatives Support | Remote work | Training supportMid-level Full TimeUnited States - Remote R1mo ago
-
AWS | Amazon Athena | Amazon Redshift | Amazon Redshift ML | Amazon SageMakerCareer growth resources | Mentorship | Work-life balanceSenior-level Full TimeEast Palo Alto, California, USA R1mo ago