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Form of workJob Description
About Us:
Founded more than 15 years ago and headquartered in Chicago, the DV Group of financial services firms has grown to more than 350 people operating throughout North America and in Europe. Since spinning out of a large brokerage firm in 2016, DV Trading has rapidly scaled as an independent proprietary trading firm utilizing its own capital, trading strategies, and Risk Management methodologies to provide liquidity to worldwide financial markets and hedging opportunities to commodity producers and users. Now, DV group affiliates include two broker dealers, a cryptocurrency market making firm, and a bourgeoning investment adviser.
Responsibilities:
- Generate suggestions for risk scenario "wargaming" exercises.
- Build and execute advanced quantitative risk monitoring using results from above exercise, including design, collection and analysis of key risk metrics in collaboration with multiple stakeholders to influence business strategy.
- Utilize advanced quantitative analytics to assess future risk, opportunities, and effectiveness and translate results into meaningful solutions to enhance decision making.
- Contribute to strategic, cross-functional initiatives within the Quantitative Risk Management team.
- Present results of the reviews performed to the Executive Management Team.
Requirements:
- Ability to communicate complex concepts and findings in a clear and concise manner.
- Self-starter with the ability to meet deadlines, work independently, and think outside the box.
- Knowledge of enterprise Risk Management and internal control standards, especially within the financial services industry.
- Proficient to advanced knowledge of statistical modeling and other quantitative techniques including, but not limited to, linear & non-linear regression, optimization, simulation, time-series analysis, probability theory, survival analysis, value-at-risk, PCA, and GARCH
- Knowledge of modeling systems and/or computer programming languages used for modeling (e.g. Python, R, SQL, PowerBi, Tableau)
- Proficient in data management and reporting tools strongly desired (Essbase, SQL, SAS, Word, Excel, Power Point, Access, Python, R)
- Pursuing a BS or MS in Mathematics, Statistics, Physics, Computer Science, or another highly quantitative field
