Our client, a leading principle trading firm is looking to recruit a risk analyst into the London office. The firm specialises in high frequency algorithmic trading on linear products (cash, futures and ETF's) and operates as a liquidity provider and a risk taker on a range of products and instruments.
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 utilization 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 core engineering team, exchanges, prime brokers, and clearers to identify and resolve trading related issues
- Assisting 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 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
- University degree (BSc, MSc)
If you would like to be considered for the position of Real-Time Risk Analyst, 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
