Title: Risk Manager (888-3)
Location: Connecticut
Compensation: Commensurate with experience
Summary:
Private institutional investment management firm focused on increasing/improving quantification/automation in trading processes seeks experienced quant to create/run Risk Management function at established multi-asset class quantitative investment manager.
Responsibilities:
Work with CEO/CIO/other quants to develop firm-wide/cross-asset risk management framework
Maintain database of strategy and product risk/performance statistics
Understand/monitor quant strategies and develop summary/exception reports
Manage risk summary section in trading GUI
Enforce trader risk and capital allocation limits
Make suggestions for improvements to statistical validity of models/live trading strategies
Liaise with prime brokers/banks to manage capital and leverage for futures/currencies/derivatives strategies
Liaise with prime brokers/investors to manage capital and leverage of long/short and long-only equity products
Develop new equity/futures/currency options scenario analysis framework
Act as liaison between researchers/traders/
Represent the firm externally as needed
Requirements:
5+ years experience working for a major financial institution in risk management/trading/quant analysis
MSc/PhD in quantitative discipline preferred (Physics/Computer Science/Applied Mathematics/Operations Research/etc.)
MBA with exceptional analytical background will be considered
Current knowledge of regulation in global equity/futures/derivatives markets
Familiarity with equity/fixed-income derivative pricing models
Solid grasp of VaR methodology including robust estimation
Deep understanding of statistics and financial economics
Strong communication/interpersonal skills
Programming experience required (Python/Linux strongly preferred)
Able to take a hands-on approach to analyzing data/managing databases/generating reports
If you are interested in this opening, please email us a copy of your resume as an MS Word attachment.
Thank you,
Lisa Curtin
BCI - Financial Services Recruiting
10 S. Wacker Dr., Suite 1250
Chicago, IL 60606
312-460-8222 x117
lisa@brokerageconsultants.com
www.brokerageconsultants.com
Location: Connecticut
Compensation: Commensurate with experience
Summary:
Private institutional investment management firm focused on increasing/improving quantification/automation in trading processes seeks experienced quant to create/run Risk Management function at established multi-asset class quantitative investment manager.
Responsibilities:
Work with CEO/CIO/other quants to develop firm-wide/cross-asset risk management framework
Maintain database of strategy and product risk/performance statistics
Understand/monitor quant strategies and develop summary/exception reports
Manage risk summary section in trading GUI
Enforce trader risk and capital allocation limits
Make suggestions for improvements to statistical validity of models/live trading strategies
Liaise with prime brokers/banks to manage capital and leverage for futures/currencies/derivatives strategies
Liaise with prime brokers/investors to manage capital and leverage of long/short and long-only equity products
Develop new equity/futures/currency options scenario analysis framework
Act as liaison between researchers/traders/
Represent the firm externally as needed
Requirements:
5+ years experience working for a major financial institution in risk management/trading/quant analysis
MSc/PhD in quantitative discipline preferred (Physics/Computer Science/Applied Mathematics/Operations Research/etc.)
MBA with exceptional analytical background will be considered
Current knowledge of regulation in global equity/futures/derivatives markets
Familiarity with equity/fixed-income derivative pricing models
Solid grasp of VaR methodology including robust estimation
Deep understanding of statistics and financial economics
Strong communication/interpersonal skills
Programming experience required (Python/Linux strongly preferred)
Able to take a hands-on approach to analyzing data/managing databases/generating reports
If you are interested in this opening, please email us a copy of your resume as an MS Word attachment.
Thank you,
Lisa Curtin
BCI - Financial Services Recruiting
10 S. Wacker Dr., Suite 1250
Chicago, IL 60606
312-460-8222 x117
lisa@brokerageconsultants.com
www.brokerageconsultants.com
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