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Quantitative Risk Manager


Division

Financial Services - Front Office

 

Location

New York, New York

Employment Type

Permanent

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Our Client is a world-renowned HFT firm founded almost 20 years ago. They're looking to add a Quantitative Risk Analyst with a strong background in systematic trading to join their global Risk and Trading team. With offices around the World, our Client is highly competitive as it pertains to compensation and provides one of the most comprehensive healthcare & wellness benefits packages to its employees. It boasts an exceptional culture with low turnover and many value-add opportunities for its Employees to enhance their professional skill sets. 


Compensation : $150000 - $175000
Job ID : 22042

Job Function:  

This hire will report into a Global risk team reporting into co-Heads of Risk. You will be involved in all aspects of the Firm's global trading & risk. This is a top-performing team comprised of exceptional industry professionals with highly quantitative & markets-driven backgrounds.

 

  • Analyzing firm portfolios to identify market risks and performance drivers across the Firm's portfolios
  • Create and facilitate the expansion of enhanced risk practices to improve the Firm's risk exposures
  • Work within the Global team to press on vital issues, ie: risk limits, overall Firm & Portfolio risk, Tail Risk, predictive modeling for potential forward-looking risk events & scenarios
  • Model development across risk analysis, factor modeling, performance analysis and statistics, VAR modeling, stress-testing calculations across regions & asset classes
  • Ongoing analysis on trades & risk in scaling
  • Contribute to the design of new risk analytics & reports across the Firms strategies
  • Work collaboratively and proactively with the Firm's key stakeholders across technology, operations, systems, as necessary including launching Beta trials of new systems
  • Be a key contributor to enhance the Firm's data integration, develop reports, and produce collaborative analysis for management
  • Provide transparency of all work product to your team, management and key stakeholders to ensure the Firm continues to perform as an Apex HFT globally


Job Requirement:  

  • Bachelors from a top university preferably in STEM; Masters degree or PhD highly preferred
  • 3 years experience in a Market Risk or Trading capacity at a top Hedge Fund, Investment Bank or proprietary trading firm
  • Strong asset class skill set with an emphasis on Equities, Macro, Fixed Income, FX, or Credit
  • Experience in working with large data sets & databases preferably within a HFT or systematic trading firm
  • Proven expertise developing pricing models, identifying & reduction of risk exposure, rolling out firm-wide best practices in automating and aggregating critical risk data
  • Strong Python and SQL skills
  • Experience with pricing functions packages (i.e., QuantLib)
  • Knowledge of MSCI/RiskMetrics/Barra is beneficial
  • Excellent communication skills & proven ability to work collaboratively within a complex Global team

 

Disclosure: The hourly rates and/or salaries listed may or may not reflect total compensation packages including bonus and fringe benefits, etc., nor are the advertisement(s) posted a guarantee of a certain compensation package for a position or bona fide offer of employment. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, or protected veteran status and will not be discriminated against on the basis of disability.

 

22042



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