Quantitative Associates

Company: National Futures Association
Location: Chicago
Posted on: June 4, 2025

Job Description:

National Futures Association seeks Quantitative Associates for various & unanticipated worksites throughout the U.S.

All candidates should make sure to read the following job description and information carefully before applying.

(HQ: Chicago, IL) to validate & approve financial quantitative models, including internal capital & margin models.

Master's in Math/Computational Finance, Math, Stats, or related quant field +2yrs exp req'd.

Req'd skills: model dev, model risk-mgmt & model performance monitoring for pricing or risk models, including assessment of model's conceptual soundness, accuracy of implementation, & model assumptions; risk mgmt stats tools (probability theory & statistical inference, time series analysis, statistical distributions & statistical tests, linear algebra, & matrix computations) & Monte Carlo simulation; Specialized knowledge in operational risk, liquidity risk, & corporate treasury for BAU, CCAR & ICAAP usage; Model performance testing (backtesting, stress testing, scenario analysis, sensitivity analysis, & calibration tests); Derivative products across various asset classes, underlying products & markets, pricing/risk models & valuation methods; Coding/scripting language (Slang, Python).

Telecommuting permitted.

$122,762-190,100 Apply online: https://www.nfa.futures.org/careers.

REQ ID: 1286110000

Keywords: National Futures Association, Carol Stream , Quantitative Associates, Other , Chicago, Illinois