Quantitative Risk QA Consultant jobs in United States
cer-icon
Apply on Employer Site
company-logo

Software Guidance & Assistance, Inc. (SGA, Inc.) ยท 2 days ago

Quantitative Risk QA Consultant

positionChicago, IL
timeFull-time
remoteOnsite
seniorityMid Level
money$45/hr - $55/hr

Software Guidance & Assistance, Inc. (SGA) is searching for a Quant Risk QA Consultant for a contract assignment with one of their premier Financial Services clients. The role involves assisting the Clearing Department on day-to-day activities in support of quant risk and IT teams, focusing on developing, analyzing, and testing various Margin models across multiple asset classes.

Information TechnologyStaffing Agency
check
H1B Sponsor Likelynote

Responsibilities

Daily responsibilities include code release testing for all CMESC code releases, 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

Quantitative analysisRisk modelingProgramming languagesFinancial markets knowledgeStatistical modelsCommunication skillsDocumentation skills

Required

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, and SQL is also required
Master's in Computer Science, Financial Engineering, Financial Mathematics, Mathematics, Physics, or a related discipline

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

Software Guidance & Assistance, Inc. (SGA, Inc.)

twittertwittertwitter
company-logo
SGA is the technology and resource solutions provider driven to stand out. We are a certified women-owned business.
dateFounded in 1981
location
New York, New York, USA
people-size201-500 employees
web-link
http://www.sgainc.com

H1B Sponsorship

Software Guidance & Assistance, Inc. (SGA, Inc.) 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 (13)
2024 (12)
2023 (19)
2022 (25)
2021 (41)
2020 (44)

Funding

Current Stage
Growth Stage

Leadership Team

leader-logo
Peter Taylor
CEO
linkedin
leader-logo
Andrew Gallagher - CCWP
Senior Vice President - Strategic Partnerships
linkedin
Company data provided by crunchbase