Risk Manager
Seeking an experienced quant to create and run the Risk Management function at an established multi-asset class quantitative investment manager.
Responsibilities:
Work with CEO, CIO and other quants to develop firm-wide and cross-asset risk management framework
Responsible for maintaining database of strategy and product risk and performance statistics
Monitor and understand quant strategies, and develop summary reports, and exception reports
Manage risk summary section in trading GUI
Enforce trader risk limits and capital allocation limits
Responsible for making suggestions about statistical validity of models and live trading strategies
Liaise with prime brokers/banks to manage capital and leverage for futures, currencies and derivatives strategies
Liaise with prime brokers and investors to manage capital and leverage of equity products (including long/short and long-only mandates)
Develop new equity, futures and currency options scenario analysis framework
Qualifications:
Minimum of 5 years of experience working on for a major financial institution in risk management, trading or quant analysis
MSc or PhD in quantitative discipline (Physics, Computer Science, Applied Mathematics, Operations Research, etc.; MBA holders with exceptional analytical background will be considered)
Up-to-date knowledge of regulation in global equity, futures and derivatives markets
Familiarity with equity and fixed-income derivative pricing models
Solid grasp of VaR methodology, including its robust estimation
Deep understanding of statistics and financial economics
Good interpersonal skills (the individual will act as a liaison between researchers/traders/operations/technology and the CEO/CIO, and will be required to represent the firm externally, as needed)
Programming experience (Python is required, though can be learned on the job with the right aptitude) and familiarity with Linux required
Willingness to be hands-on, to analyze data, manage databases and generate reportsEstimated Salary: $20 to $28 per hour based on qualifications.
|
|
 | |
