Office Status: Hybrid New York, NY (4 Days Onsite)
Base Salary: $225k $275k + Bonus
Overview:
This is a senior quantitative risk opportunity at a well-established, high-performance quantitative trading firm, focused on building and overseeing a comprehensive risk framework for a newly launching asset management business. The role carries genuine build mandate responsibility developing firm-wide risk factor and exposure models, designing pricing frameworks, enhancing VaR and stress testing infrastructure, and establishing governance standards from the ground up. Pricing models and factor model expertise are the top priorities for this hire. It's an ideal fit for a seasoned quantitative risk professional with a multi-strategy background who is ready to take ownership of a risk framework build-out and operate as an independent, senior voice in a fast-paced, intellectually rigorous environment.
Key Responsibilities:
Develop and oversee firm-wide risk factors and exposure models including custom and strategy-specific factors across a multi-strategy portfolio
Design, implement, and maintain pricing models for risk and performance analysis including P&L attribution and performance statistics
Enhance VaR models and stress calculations across cross-asset products as markets and strategies evolve
Build and maintain liquidity metrics including crowding measures, stress liquidity, market impact, and turnover analysis
Perform cross-strategy and cross-portfolio risk aggregation, exposure analysis, and concentration monitoring
Conduct and review stress testing and scenario analysis using both historical events and forward-looking scenarios
Monitor real-time and end-of-day risk metrics;escalate material issues and provide actionable guidance to trading and research teams
Partner with trading and research teams while maintaining independent risk oversight and credible challenge
Drive improvements to risk infrastructure, data quality, and analytics tooling
Present risk assessments and findings to senior management and firm leadership
Build out governance standards, risk policies, and framework documentation as part of the new business launch