Cboe Global Markets is seeking a Quantitative Risk Manager in Chicago to design derivatives valuation, portfolio margin models, and comprehensive risk analytics. You will partner with the Risk Management team to validate models, monitor performance, and ensure regulatory compliance while driving data-driven decisions.
The role requires 10+ years in financial modeling within Capital Markets, mastery of VaR and stress testing, and strong Python programming capabilities.
#J-18808-LjbffrSenior Quantitative Risk Lead — Derivatives Clearing in chicago at Unknown Company
This position is listed as full time and onsite.