Tech Stack

Description

You will design, implement, and maintain real-time risk models for market, liquidity, and execution risks across global markets. You will build VaR frameworks, perform stress testing, and develop risk analytics to support automated trading strategies at a quantitative trading firm.

Requirements

• 6-8 years of institutional risk management or trading experience
• Familiarity with exchange connectivity/trading systems
• Experience with electronic and algorithmic trading risk
• Strong academic record in scientific or mathematical discipline
• Comfortable communicating with traders, technical staff, and external parties

Responsibilities

• Work closely with trading teams to measure and manage risk
• Handle day-to-day risk requests, troubleshooting, and exposure monitoring
• Identify key risks in algorithmic strategies and devise mitigation solutions
• Lead design of margin, stress, credit, liquidity, and exposure models across asset classes
• Develop pricing, volatility, and risk-sensitivity analytics for derivatives