Quant Risk Management Analyst Job in Bengaluru at CME Group

CME Group is hiring for the role of Quant Risk Mgmt. Analyst.

About the Company:

CME Group is the world’s leading and most diverse derivatives marketplace. But who we are goes deeper than that. Here, you can impact markets worldwide. Transform industries. And build a career by shaping tomorrow. We invest in your success and you own it – all while working alongside a team of leading experts who inspire you in ways big and small. Problem solvers, difference makers, trailblazers. Those are our people. And we’re looking for more.

Responsibilities of the candidate:

• Conduct empirical studies and make recommendations on margin levels, modeling issues, and other risk-mitigation measures, ensuring models are aligned with proven theories in the field.
• Ensure deployment, testing, and continuous improvement of models within the Production Infrastructure of CME.
• Present research results to senior management and/or Risk Committees.
• Collaborate with a team to enhance existing risk models and design/prototype new models across different asset classes such as OTC and Futures (e.g. Pricing, VaR, Backtest, Stress, Liquidity, etc.).