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Algorithmic Trading Risk Manager

  • Job type: Permanent
  • Location: London
  • Salary: £100000 - £150000 per annum
  • Job reference: gesh4523
  • Sector: Banking and Finance, Selby Jennings, Risk Management
  • Date posted: 27/03/2018
Algo Risk Manager - VP - Investment Bank
One of the largest global investment banks is looking for a senior, high calibre, front office Risk Manager for their etrading desk. The role will deal with cross-asset risk management on their algo desk working closely with traders and senior stakeholders.

You must not only be an outstanding risk professional but also an excellent communicator, possibly coming from with a trading background at a high-frequency trading firm or algo desk of a top-tier bank. Due to the prestige of the bank, the role is well paying but they are looking for a class act who will match the calibre of employee already on desk:

The responsibilities of the role:
  • Monitoring risk across all trading desks including the analysis of current algorithms.
  • You will work side by side with the engineers, developers, quants, and traders, responsbile for the real time market risk analysis using portfolio Greeks, stress testing, liquidity analysis, and Basel capital measures.
  • You will be given the opportunity to build out the firm’s risk department, framework, and models.
  • Coordinating with front office quant strategists to ensure the trading limits allow the bank to perform their trading strategies while aligning with regulatory risk guidelines.

Skills Needed:
  • 8+ years of experience working at an options trading firm or on an electronic trading desk of an investment bank
  • Deep understanding and working knowledge of derivatives pricing and financial markets 
  • Excellent cross asset product knowledge is fundamental.
  • Electronic options market making experience
  • Proven ability to make time-critical decisions and work with team members in pressurized environments
  • Prior experience working with automated trading systems
  • Excellent IT solutions and programming skills would be preferred 
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