Quantitative Researcher √¢ Рú Trading Team

Quant Blueprint LLC; Amsterdam; On-site; EUR 70,000 - 90,000; Full time

Benefits offered by this job

Travel Medical Insurance

Group Pension Scheme

Group Life Assurance

Income Protection Schemes

Paid Parental Leave

Commuter Benefits

Job summary

Quant Blueprint LLC is seeking a Quantitative Risk Manager in Amsterdam focused on Market Risk. This role is part of our Global Risk Management team, working closely with trading and technology to manage risks in trading strategies.

The ideal candidate will have significant experience in risk management, strong programming skills in Python, and the ability to communicate effectively with diverse stakeholders. The position offers a range of benefits including Travel Medical Insurance and Group Pension Scheme.

Qualifications

• 5+ years of experience in institutional risk management or trading.
• 3+ years of technical experience preferred.
• Practical data handling experience.

Responsibilities

• Work with stakeholders across global business areas.
• Identify, measure, monitor, and mitigate risks.
• Serve as a connector between market risk management in Asia and US.

Skills

Institutional risk management experience

Trading experience

Strong programming in Python

Experience with data handling

Financial asset class experience

Communication skills

Self-directed project ownership

Ability to learn on the job

Availability

Tools

Python with Pandas and Numpy

Job description

As a Quantitative Risk Manager with a focus on Market Risk, you will be part of our Global Risk Management team. The department operates closely with trading and technology teams to manage the inherent risks in Jump's trading strategies across various exchanges. We are looking for someone who can bring risk management experience in addition to a critical, quantitative, and proactive hands‑on approach. This role requires both the nimbleness to quickly attack new business needs as well as the thoughtfulness to organize and deploy data, compute, visualization, and decision‑making workflows at scale.

What You’ll Do:

• Work closely with key stakeholders across our global business (e.g. trading teams, technology, treasury, clearing, business development, compliance).
• Identify, measure, monitor, and mitigate known and potential risks to the firm.
• Be a connector between market risk management in Asia and US.
• Use technical capabilities on a daily basis to drive both tactical and strategic global risk capabilities.
• Other duties as assigned or needed.

Skills You’ll Need:

• At least 5 years of institutional risk management and/or trading experience from a multi‑asset proprietary trading firm, multi‑strategy hedge fund, asset manager, or investment bank.
• At least 3 years of relevant technical experience required, but not necessarily in a fully technical role.
• Strong programming experience in Python along with common packages such as Pandas, Numpy, and Scipy required.
• Practical experience in working with data (whether daily or intraday).
• Direct experience in working with at least one financial asset class.
• Great written and verbal communication skills – good at ELI5.
• Self‑directed and able to take ownership of projects and responsibilities.
• Experience in having to learn something substantial from scratch while on the job.
• Reliable and predictable availability.

Bonus Points:

• Experience in development within a distributed Linux environment.
• Experience with financial instrument modeling and/or empirical research.

Benefits include:

• Travel Medical Insurance
• Group Pension Scheme
• Group Life Assurance and Income Protection Schemes
• Paid Parental Leave
• Commuter Benefits