Our client is searching for a Quantitative Risk Associate with a strong background in programming to work closely with portfolio managers, risk management, and the core engineering team. The key responsibilities will include developing automated risk analytics and providing real-time risk oversight, focusing on quantitative execution risk, market risk, and operational risk.
Responsibilities:
- Developing and maintaining automated risk applications for portfolio risk regime monitoring and reporting (market risk, liquidity risk, concentration risk, and regulatory capital calculations)
- Monitoring trading strategies across all markets and asset classes during the European market trading hours
- Controlling, in real-time, both execution risk and market risk utilisation of all strategies, as well as escalating and reporting risk-related issues in a timely manner
- Working closely with portfolio managers, traders, and the core engineering team to respond effectively to risk limit violations and unusual trading behaviour
- Collaborating with the core engineering team, exchanges, prime brokers, and clearers to identify and resolve trading related issues
- Assisting the risk management and core engineering teams to enhance proprietary risk systems
- Providing ad-hoc risk analysis and back-testing on a regular basis
- Interacting continuously with global risk team
- Working closely with the business management team to provide risk support and advisory, as appropriate
Requirements:
- Strong quantitative skills with advanced programming experience in Python
- At least two years of experience in a front-office quantitative risk, market risk, or operational risk role
- Exposure to electronic execution gained with a quantitative proprietary trading group, systematic hedge fund manager, or from a sell side front-office facing role
- Experience with low-latency execution and systematic quantitative strategies (a plus)
- Working knowledge of risk controls across all asset classes, as well as general understanding of derivatives (a plus)
- An understanding of exchange-specific rules and procedures (a plus)
- The ability to manage multiple tasks in a fast-paced environment
- Strong problem-solving skills and attention to detail
- Excellent communication skills, both written and spoken
Education:
- University degree (BSc, MSc)
If you would like to be considered for the position of Quantitative Risk Associate, or wish to discuss the role further then please leave your details below. Your resume will be held in confidence until you connect with a member of our team
