Interact with regulators, exchanges and other external parties in explaining company’s risk management systems.
Recommend and implement new and improved procedures, controls and processes.
Represent department on corporate projects and new system development.
Evaluate new products and recommend needed procedural and system changes.
Provide guidance to the model development team challenging the practical design of quantitative models.
Collaborate with technology partners to drive strategic plans for company’s model development, integration and deployment.
Develop functional capabilities within the organization by driving innovation and continuous process improvements.
Direct and drive successful relationships with key internal partners and significant external partners.
Understand regulatory requirements and drivers impacting development goals and plans.
Provide direction to staff during production issues/outages and ensure standards for accuracy and timeliness are maintained.
Design and build market risk systems and tools, comparing near real-time P&L to quantitative model-based risk measures of VaR (value at risk) and Expected Shortfall, using advanced streaming technologies like Flink, AWS cloud infrastructure, and protobuff data schemas.
Design and build counterparty credit risk system implementing Basel SA-CCR methodology, calculating exposure at default (EAD) for derivatives and securities using advanced architectural framework of data pipeline and computing.
Perform data analysis, validation and error-checking on large, complex sets of information using data science classification models
Top Skills:
1) Design and build market risk systems and tools, comparing near real-time P&L to quantitative model-based risk measures of VaR (value at risk) and Expected Shortfall, using advanced streaming technologies like Flink, AWS cloud infrastructure, and protobuff data schemas. This is a non-technical role, understanding the use of these technologies will be useful
2) Design and build counterparty credit risk system implementing Basel SA-CCR methodology, calculating exposure at default (EAD) for derivatives and securities using advanced architectural framework of data pipeline and computing; and
3) Perform data analysis, validation and error-checking on large, complex sets of information using data science classification models.
Job Type: Contract
Pay: Up to $65.00 per hour
Expected hours: 40 per week

Benefits:

• Health insurance

Ability to Commute:

• North Chicago, IL 60064 (Required)

Ability to Relocate:

• North Chicago, IL 60064: Relocate before starting work (Required)

Work Location: In perso

Please refer the Job description for details