Quant Risk Engineer — Build & Scale Trading Risk Models

Hudson River Trading; New York (NY); On-site; USD 200,000 - 300,000; Full time

Benefits offered by this job

Discretionary performance-based bonuses

Competitive benefits package

Job summary

A leading financial services firm in New York City is seeking a Risk Engineer to enhance their risk function. The role involves building risk models across various asset classes, requiring a strong understanding of risk management and quantitative analysis. Ideal candidates will have a B.S. in a relevant field and 2-5 years of experience in a similar role. The position offers a competitive salary range of $200,000 to $300,000 and opportunities for bonuses and benefits.

Qualifications

• 2 - 5 years of experience as a quantitative analyst at a hedge fund, institutional asset manager, or investment bank.
• Experience with fixed income, commodities, credit, or options preferred.
• Excellent knowledge of linear algebra, applied probability, and statistics.

Responsibilities

• Build and enhance in-house factor risk models for various asset classes.
• Research and build new models for trading and risk management challenges.
• Communicate with investment teams.

Skills

Quantitative analytics

Python

Communication skills

Statistical analysis

Risk management

Education

B.S. in Mathematics, Physics, CS, or Statistics

Advanced degree

Tools

Linux

Job description

A leading financial services firm in New York City is seeking a Risk Engineer to enhance their risk function. The role involves building risk models across various asset classes, requiring a strong understanding of risk management and quantitative analysis. Ideal candidates will have a B.S. in a relevant field and 2-5 years of experience in a similar role. The position offers a competitive salary range of $200,000 to $300,000 and opportunities for bonuses and benefits.