Senior Quantitative Risk Lead — Derivatives Clearing

Posted yesterday

cedar caresChicago (IL)

Financial Quantitative Analysts Investment Banking and Securities Intermediation

SENIORITY

Senior

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About the role

Cboe Global Markets is seeking a Quantitative Risk Manager in Chicago to design derivatives valuation, portfolio margin models, and comprehensive risk analytics. You will partner with the Risk Management team to validate models, monitor performance, and ensure regulatory compliance while driving data-driven decisions. The role requires 10+ years in financial modeling within Capital Markets, mastery of VaR and stress testing, and strong Python programming capabilities.

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