Quantitative Risk Analyst

Top proprietary trading firm with offices in the US and Europe is looking to hire a distinguished Quantitative Risk Analyst to work closely with the Head of Risk Management in New York.

The role will involve maintaining and improving complex frameworks for monitoring and managing the risk of a portfolio of multiple systematic strategies with varying time horizons. This position demands the full ownership of the risk systems, as well as the development of robust real-time and end of day reports.

The role is well-suited to an experienced individual who is a self-starter, is excited at the prospect of owning risk analytics without the need for hand-on direction. You will report directly to the Head of Risk Management, being the right-hand person for the firm’s risk management.

Job Duties:

• Maintain, along with the core-developer team, a software system for pricing assets and monitoring trading-strategies in real-time.
• Enhance an options pricing system
  • monitor the Greeks of both individual strategies and the aggregate exposures at firm-level.
  • track risk-slides and other real-time exposures.

• Design and maintain risk models for a broad array of asset types

• Create real-time risk metrics and alerts
• Develop end-of day risk analytic reports
• Develop hedging strategies for managing firm aggregated exposures
• Manage risk requests from traders

What we’re looking for:

• A degree in a quantitative subject from a top university
• 5+ years of experience in a similar role
• Expert level python abilities
• Solid SQL and other database experience

• Hands-on experience with data and APIs
• Knowledge of Option Pricing Models and experience setting up Risk Models for both Equity Options and Options on Futures products ideal
• Familiarity with systematic trading strategies and different asset types (ETFs, ADRs, FX, Cash Equities, Futures, Derivatives etc.)
• Expert knowledge of risk-management

This is a full-time position based in New York City. Compensation is highly competitive and contingent on experience.