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Manager Quantitative Risk Development
Description Role is based in our Chicago, IL office and is fully on site. We don't support remote or out of state working options. CME Group is the world's leading and most diverse derivatives exchange. The role will be part of the CME Clearing Quantitative Risk Management department. We're looking for someone ready for a new challenge to join the Chicago team. The Manager Quantitative Risk Development is responsible for developing risk library which incorporates Risk/Pricing Models that evaluate counterparty exposures to the Clearing House. Principle Accountabilities: ??? Code development of new quantitative risk models within the CME C++ production risk library (based on mathematical s


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