Lead Quant Risk & Model Dev; Hybrid

Position: Lead Quant Risk & Model Dev (Hybrid)

A leading clearing organization in Chicago is seeking a Lead Associate Principal in Quantitative Risk Management. This role is vital for developing and maintaining risk models for margin, clearing, and stress testing. Candidates should possess expertise in financial mathematics, econometrics, and programming, with 5+ years of experience in quantitative finance. The position offers a collaborative environment with competitive benefits, including a hybrid work setup and generous PTO.

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