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Quantitative Risk Development Manager
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CME Group is a leading derivatives marketplace, and we're seeking a skilled Quantitative Risk Development Manager to join our team in London.
Key Responsibilities- Develop risk library incorporating risk/pricing models to evaluate counterparty exposures to the Clearing House.
- Code development of new quantitative risk models within the CME C++ production risk library.
- Write unit and functional test cases and obtain test data from systems or other groups.
- Work with QA teams to ensure correctness within the risk library and integration into the wider system infrastructure.
- Collaborate with offshore development teams and coordinate projects to guarantee timely delivery.
- 4-6+ years of experience in quantitative risk development.
- Excellent knowledge of C++ and good analytical, mathematical, and problem-solving skills.
- Ability to read and understand mathematical and algorithmic specifications.
- Good knowledge of Java and/or C# and versioning systems (e.g. git).
- System experience with Linux/Unix environments, databases, and Latex documentation system.
- Ability to manage or lead junior developers and collaborate with other teams.
CME Group is a world-leading derivatives marketplace, and we're committed to investing in our employees' success. We're a diverse and inclusive workplace, and we value our employees' perspectives and skills. As an equal opportunity employer, we consider all potential employees without regard to any protected characteristic.
