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Risk Manager - Quant Fund

  • Job type: Permanent
  • Location: New York
  • Salary: benefits
  • Job reference: 291801/003_1558390411
  • Sector: Selby Jennings, Quantitative Trading
  • Date posted: 20/05/2019

One of the most recognizable names in the quantitative trading industry is hiring for a new front office risk manager to oversee risk management for the Americas trading activities. This is a growth hire as the former manager is moving internally to another function.

The risk manager will manage dozens of front office teams trading products of all levels across all asset classes. They will be responsible for quantitative execution risk, market risk, portfolio risk management activities, and drive best practice risk management culture across the firm. Additional facets include analyzing, escalating, and reviewing appropriate risk limits and measures across the firm. Stakeholders include portfolio management, technology, financial engineering, and C-level.

Responsibilities

  • Provide real time risk oversight of trading activities focusing on market risk and quantitative execution risk across all asset classes
  • Control risk, escalate issues, and resolve risk management situations
  • Oversee portfolio management to resolve trading risk discrepancies
  • Enhance and further develop the proprietary risk framework and help redevelop the next generation risk analytics platform

Requirements

  • Risk management experience in a proprietary trading environment, systematic hedge fund, or front office analytics/algo trading environment
  • Graduate degree in quantitative subject matter or hard science
  • Knowledge of options markets, global equities, futures, and foreign exchange
  • Technical experience in Python a strong plus, knowledge in VBA and SQL required
  • Strong grasp of market risk and quantitative execution risk management
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