Talution Group · 3 days ago
Quantitative Risk Management Consultant
Talution Group is seeking a Quantitative Risk Management Consultant to assist the Clearing Department with daily activities supporting the quant risk team. The role involves developing, analyzing, and back-testing models for clearing initiatives, along with conducting research and problem analysis to produce high-quality results on time.
EmploymentHuman ResourcesStaffing Agency
Responsibilities
Daily responsibilities include code release testing, historical data validation, margin and stress testing model validation, and portfolio back-testing
The candidate must have the ability to efficiently, effectively, and independently conduct research, analyze problems, formulate and implement solutions, and produce high quality results on time
Qualification
Required
Masters (and above) in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline
Strong quantitative and analytical background
Excellent programming, communication, and documentation skills
Knowledge of financial markets
Experience with programming languages such as C++/C#, R, VBA, Python, and SQL is also required
Preferred
Knowledge in advanced quantitative risk modeling and knowledge of statistical models in risk management preferred
Knowledge in advanced derivatives modeling and knowledge of volatility models preferred
Preference will be given to candidates who can demonstrate the best practices in developing risk models like Historical VaR, Monte Carlo VaR, Multi-Factor Risk Models, Stressed VaR, Liquidity Risk models, etc
Company
Talution Group
Recruiting and Staffing firm focused on providing tech talent on a short-term contract basis.
H1B Sponsorship
Talution Group has a track record of offering H1B sponsorships. Please note that this does not
guarantee sponsorship for this specific role. Below presents additional info for your
reference. (Data Powered by US Department of Labor)
Distribution of Different Job Fields Receiving Sponsorship
Represents job field similar to this job
Trends of Total Sponsorships
2025 (1)
2021 (1)
2020 (4)
Funding
Current Stage
Early StageCompany data provided by crunchbase