Quantitative Risk Engineer - Equities & Modeling

Hudson River Trading

New York (NY)

On-site

USD 200,000 - 300,000

Full time

14 days+

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Benefits offered by this job

Competitive benefits package

Discretionary performance-basedBonuses

Job summary

Hudson River Trading seeks a Risk Engineer to join our Risk team in New York City. You will build and enhance risk models, ingest large data sets, and collaborate with traders and developers to productionize risk tools.

You should have a BS in math/physics/CS/statistics, 2–5 years in quantitative analysis, strong Python and Linux skills, and clear communication across teams. Competitive base salary and comprehensive benefits await.

Qualifications

BS in Mathematics, Physics, CS, or Statistics (advanced degree a plus).
Excellent knowledge of linear algebra, applied probability, and statistics.
Excellent knowledge of Python and Linux.
Cross-functional communication across all levels of the organization.

Responsibilities

Build and enhance in-house factor risk models for various asset classes, with a focus on equities
Research and build new models to address trading and risk management challenges
Work with risk managers to enhance tail risk estimation for historical and hypothetical scenarios
Ingest, evaluate, and transform large data sets relevant to risk and performance analysis
Design and implement state-of-the-art performance analytics and risk decomposition applications
Work with developers to productionize risk models and risk management tools
Enhance and maintain the risk production codebase
Communicate with investment teams