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
-
C# | MATLAB | NumPy | Pandas | PythonPart-time work | Project-based employmentSenior-level Full TimeNew York, New York, United States … R2d ago
-
C# | MATLAB | NumPy | Pandas | PythonPart-time hours | Project based workSenior-level Full TimeTexas, United States - Remote R2d ago
-
AI Automation Specialist (REMOTE) USD 100K-130KAPIs | Artificial Intelligence | Automation | CRM | CloudHealth insurance | Retirement plan | Unlimited PTOSenior-level Full TimeUnited States - Remote R4d 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 R4d 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 R4d ago
-
Strategic AI/BI Account Executive USD 155K-214KAI | Apache Spark | Business Intelligence | Cloud Data | Cloud Data PlatformsExecutive-level Full TimeRemote - New York R5d ago
-
APIs | Airtable | Anthropic APIs | Asana | Automation AnywhereRemote work | U S business hours autonomySenior-level Full TimeUnited States - Remote R5d 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 R7d 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 R7d ago
-
AI Transformation Specialist (Remote, Contract) USD 82K-130KAgent workflows | Artificial Intelligence | Automation | Code Automation | Language ProcessingContract position | Remote workEntry-level ContractGeorgia R11d 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 R13d 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 R13d ago
-
AWS | Amazon Athena | Amazon Redshift | Amazon Redshift ML | Amazon SageMakerCareer growth resources | Mentorship | Work-life balanceSenior-level Full TimeEast Palo Alto, California, USA R18d ago
-
On-Call AI Solutions Specialist - REMOTE USD 67K-114KAI/ML | AI/ML libraries | AWS | AWS CodeBuild | AWS CodePipelinePart time up to 30 hours per week | Reasonable accommodations | Remote workMid-level Part TimeNationwide Remote Office (US99), United States R20d ago
-
People Analytics & AI Specialist USD 148K-203KAI tool evaluation | Acceptance Testing | Data Governance | Data Modeling | Data PipelinesComprehensive benefits | Equitable access to opportunities | Equity | Hybrid work schedule | Remote work up to 4 weeks per yearMid-level Full TimeNew York City, NY R21d ago
-
Customer Analytics Specialist USD 75K-75KCause analysis | Data Modeling | Data Validation | Data Visualization | Data Warehousing401k plan | Comprehensive healthcare plan | Educational assistance | Employer paid disability | Employer-paid life insuranceMid-level Full TimeRemote - Virginia, United States R22d ago
-
AI/ML Integration Specialist USD 140K-180KArtificial Intelligence | Dashboard Development | Data Analysis | Data Modeling | Data TransformationDoD clearance sponsorship | Hybrid work | Training materials development supportMid-level Full TimeSan Diego, CA R24d ago
-
API Integration | AWS | Access Control | Azure | Data CatalogDental insurance | Employee assistance program | Health insurance | Hybrid work options | Life insuranceSenior-level Full TimeDallas, TX, United States R25d ago
-
Business Intelligence & Analytics Specialist USD 90K-130KAPI Integration | Apache Airflow | Archibus | AutoCAD | Automation ScriptsHybrid work schedule | Paid time offSenior-level Full TimeAmerican School Building, United States R27d ago
-
Physics-Informed Machine Learning Specialist USD 175K-267KActive Learning | Artificial Intelligence | Bayesian Inference | Computational Mechanics | Data Engineering401k | Education reimbursement program | Flexible schedule | Hybrid work schedule | Relocation assistanceSenior-level Full TimeLivermore, CA, United States R28d ago
-
Operations AI Specialist USD 160K-220KAnalytical Thinking | Communication | Data Annotation | Data Quality | Language ProcessingExtended workforce | W2 employmentSenior-level Full TimeUnited States - Remote R28d ago
-
Supply Chain & Manufacturing AI Specialist USD 160K-220KAnalytics | Chain management | Data Annotation | Information Retrieval | Language ProcessingCollaborative work environment | Extended workforce | Flexible part-time scheduleSenior-level Full TimeUnited States - Remote R28d ago
-
Business Analytics Specialist - REMOTE USD 60K-77KAcceptance Testing | Business Intelligence | Case Development | Data Analysis | Data Modeling401k match | Community Volunteer Time Off | Dental and vision | Disability insurance | Employee assistance programMid-level Full TimeRemote-USA, United States R28d ago
-
Senior Advisor, Data Governance & Platform Enablement USD 105K-150KAgentic Systems | Artificial Intelligence | Business Intelligence | Cloud Data | Cloud Data Platforms401k savings plan | Flexible spending accounts | Health savings account | Healthy Lifestyle Programs | Long-Term Disability coverageSenior-level Full TimeUS-Nationwide-FIELD, United States R1mo ago
-
AWS | Amazon Bedrock | Business Development | Cloud Computing | Generative AICareer growth | Mentorship | Work-life balanceSenior-level Full TimeSan Francisco, California, USA R1mo ago