Quantitative Associate

Location: Various and unanticipated worksites throughout the U.S. (HQ: Chicago, IL)

Job Type: Full-Time

JOB DESCRIPTION

• Quantitative Associates for various and unanticipated worksites throughout the U.S. (HQ: Chicago, IL).
• Validate and approve financial quantitative models, including internal capital and margin models.
• Provide technical expertise on capital, margin, and other matters relating to quantitative risk management and collateral disputes.
• Implement programs to assess models and ensure compliance with NFA rules and CFTC requirements, including initial margin models and capital models.
• Execute regulatory oversight problems to regulate ongoing model performance.
• Represent and promote NFA’s educational initiatives by interacting with NFA members, industry representatives and other outside organizations.
• Evaluate industry and understand industry trends.
• Technical environment: model validation, risk management, OTC derivatives and underlying markets, pricing models, sensitivities, valuation methods and risk management measures, capital requirements and model risk management.

JOB REQUIREMENTS

• Master’s degree in Mathematical/Computational Finance, Financial Mathematics, or related Quantitative field plus 2 years of experience in financial quantitative analysis required.
• Required skills: model validation, risk management, OTC derivatives and underlying markets, pricing models, sensitivities, valuation methods and risk management measures, capital requirements and model risk management.
• Telecommuting permitted. 

Salary: $113,750/yr-$193,650/yr

To learn more about our benefits please use this link: What We Offer | National Futures Association 

All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, disability or veteran status.