Liquidity Risk Quant Analyst — Hybrid s

CME Group seeks a Financial Quantitative Analyst to assess liquidity risk, coordinate with risk and surveillance teams, and develop quantitative models and monitoring tools. The role involves regulatory support, reporting, and presenting risk analyses to governance committees.

Applicants should have a Master’s in a quantitative field and at least two years’ experience with risk modeling, Bloomberg, and programming (C++, C#, R, Python, or Java). Hybrid work arrangement.

We invite applications for the Liquidity Risk Quant Analyst — Hybrid Work Options position located in Chicago, IL, United States.

We aim to respond to suitable candidates as soon as possible.

Full responsibilities and requirements are described in the listing above.

Learn more about the Liquidity Risk Quant Analyst — Hybrid Work Options role in the description above.

We appreciate your interest in this position.