Quantitative Risk Modeling Manager jobs in United States
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The Judge Group · 3 days ago

Quantitative Risk Modeling Manager

positionChicago, IL
timeFull-time
remoteHybrid
senioritySenior Level, Lead/Staff
money$200K/yr - $230K/yr
date10+ years exp

The Judge Group is a leading financial market infrastructure organization seeking a Senior Manager, Quantitative Risk Modeling to drive the design, development, and implementation of advanced models for margin, clearing fund, and stress-testing analytics. In this role, you will lead a team of quantitative developers and financial engineers while collaborating with various departments to deliver mission-critical analytics.

E-LearningInformation TechnologyProfessional Services

Responsibilities

Lead the design and implementation of pricing, margin, and stress‑testing models for derivatives and financial products
Oversee analysis and onboarding of new financial products into risk frameworks
Research, evaluate, and present model alternatives using academic literature, industry benchmarks, and prototype testing
Produce clear, high‑quality technical documentation, whitepapers, and model specifications
Develop standards and tools for model performance monitoring and communicate findings to leadership
Direct implementation of quantitative analytics into production systems in partnership with engineering teams
Provide production support and troubleshoot model‑related, system‑related, or data‑related issues
Lead remediation efforts for model validation findings or regulatory feedback
Present material for regulatory reviews and senior risk committees
Manage, mentor, and develop a team of quantitative modelers and financial engineers

Qualification

Quantitative researchFinancial model developmentDerivatives pricingAdvanced programming in PythonNumerical methodsMonte Carlo simulationRisk modelingSQL/database skillsTesting frameworksCloud computingDocumentation skillsTeam management

Required

Master's degree in Computer Science, Mathematics, Physics, Finance, Financial Engineering, or another quantitative field
10+ years of quantitative research or financial model development experience
5+ years managing technical or quantitative teams
Advanced knowledge of derivatives pricing, stochastic calculus, statistics, econometrics, and risk modeling
Expertise in numerical methods, Monte Carlo simulation, optimization, and scientific computing
Deep understanding of financial markets and derivatives across equities, interest rates, and commodities
Advanced programming skills in Python (required) plus experience with Java, C++, R, or MATLAB
Expert SQL/database skills; familiarity with efficient data storage and serialization techniques
Experience with testing frameworks (e.g., PyTest, JUnit), CI/CD pipelines, Git/GitHub, and distributed/cloud computing
Strong documentation skills and the ability to challenge assumptions, methodologies, and model designs

Preferred

PhD in a quantitative discipline
Experience with high‑performance computing and advanced numerical optimization libraries

Benefits

Bonus

Company

The Judge Group

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Glassdoor3.6
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Results through the Power of Experience.
dateFounded in 1970
location
Bala Cynwyd, Pennsylvania, USA
people-size1001-5000 employees
web-link
https://www.judge.com/

Funding

Current Stage
Public Company
Total Funding
unknown
1997-02-14IPO

Leadership Team

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Charlton Monsanto
Executive Vice President of Integrated Services and Innovation
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Recent News

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