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Skills: Quantitative, Analytical, Risk Analysis, Capital Markets, Investment management, Fixed Income, Derivatives, Options, Swaps, Excel, VBA, SQL, Bloomberg, FactSet. Experience with market data and portfolio analytics tools, such as Bloomberg, FactSet, etc.
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Collateral Management, Regulatory, OTC Derivatives, Risk Management, Margin, Uncleared Margin Rules, Quantitative Services, Automation, Payments, Derivatives, Digitization, Agreements, Collateral, Risk, Regulation, Compliance, Data Analytics, Dispute Management, Model Validation, Central Calculations, Backtesting, CSA Valuation, Initial Margin, and AANA.
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HR Analytics and Reporting: Utilize HR data and analytics to identify trends, insights, and opportunities for improvement. Home to the Chicago Board of Trade, Chicago Board Options Exchange, and Chicago Mercantile Exchange, Chicago has established itself as the trading capital of the US. Active on leading US exchanges, Optiver's Chicago office trades a wide range of products from listed derivatives to cash equities, ETFs, bonds and foreign exchange.
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Market data and analytics; pivot tables; VLOOKUP; requirement gathering; data preparation; data modeling; data mining; statistical analysis; descriptive analysis; data reporting; SQL; ETL. The company’s award-winning TT platform connects to the world’s major international exchanges and liquidity venues in listed derivatives alongside a growing number of asset classes, including fixed income and cryptocurrencies.
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The Associate Principal is responsible for one or more functions within Quantitative Risk Management (QRM) to develop and maintain risk models for margin, clearing fund and stress testing: model analytics and performance monitoring; model prototyping and testing; and model implementation.
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The TT platform delivers advanced tools for trade execution and order management, market data solutions, analytics, trade surveillance, risk management, and infrastructure services to the world’s leading sell-side institutions, buy-side firms, and exchanges.
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A minimum of 3-7 years in the financial markets, with knowledge of equity derivatives and their pricing models. Implement the Foundation’s portable alpha program, interacting with the Foundation’s overlay manager, and executing derivatives trades to manage market exposure.
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Design and develop pricing and risk models across different various asset classes like Fixed Income Cash and Derivatives, OTC and Exchange-traded Futures and Options (e.g. Pricing, VaR, Backtest, Stress, Liquidity, etc.
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These include models related to Pricing, Value-at-Risk, Stress Testing, Liquidity, Regulatory Capital, & also developing tools for Portfolio Analytics. CME Group is the world's leading and most diverse derivatives exchange.
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ION data and analytics are the golden source for M&A, equity, and leveraged finance bankers worldwide. ION software underpins the global fixed income, foreign exchange, and derivatives markets, powers the world’s central banks, and manages cash and risk for thousands of companies worldwide.
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As an accomplished data engineer reporting to the Data & Analytics Director, this is a terrific opportunity to join a fast-growing, revolutionary company and be part of our growing Data & Analytics team.
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The candidate should be able to perform the necessary facilitation, analysis and design tasks related to the development of master and reference data solutions for equities, fixed income, and derivatives.
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ION Markets provides transformative technology and solutions to financial institutions dealing in equities, fixed income, foreign exchange, cleared derivatives, secured funding, and asset management.
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Minimum 10 years of experience in financial markets required (market data, reference data, risk)Quantitative STEM background with a strong interest in financial markets, derivatives pricing, quantitative modeling, and risk analytics experienceExperience in financial derivatives modeling, corporate actions, securities, and derivatives reference data, including futures and options contractsStrong programming skills in Java and/or C.
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