Quant Risk QA Consultant: Margin Model Validation

A leading derivatives marketplace is seeking a Quantitative Risk QA Consultant based in Chicago. The successful candidate will assist in testing margin models and conducting quantitative analysis for the Clearing Department. Responsibilities include code release testing, historical data validation, and model validation. Candidates should possess strong programming skills, knowledge of financial markets, and a Master's degree in a related field.

This role offers opportunities to impact global markets and collaborate with a team of experts.
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