Quantitative Developer Intern: Derivatives & Risk Modeling, Chicago

A consulting firm in financial risk management is looking for a candidate in Chicago to engage in innovative quantitative modeling, including designing derivatives and implementing risk analytics. The ideal candidate will have an advanced degree and progress towards CFA / FRM designations. Proficiency in C++, Matlab, and VBA along with strong quant skills are vital for success. Flexible work arrangements offered alongside competitive benefits and salary range of $21 - $43 per hour depending on qualifications.

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