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Quantitative Risk Engineer Electronic Trading & Factor Models

Madison-Davis

New York, NY

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JOB DETAILS
SALARY
SKILLS
Algorithms, Analysis Skills, Communication Skills, Data Sets, Electronic Engineering, Fixed Income Investments, Interest Rates, Leading Edge Technology, Market Analysis, Performance Analysis, Quantitative Analysis, Research & Development (R&D), Risk, Risk Analysis, Risk Management, Risk Modeling, Vendor/Supplier Evaluation
LOCATION
New York, NY
POSTED
Today

Title: Quantitative Risk Engineer Electronic Trading & Factor Models

Office Status: Hybrid New York, NY

Base Salary: $200k $300k + Bonus




Overview:

This is a high-impact Risk Engineer opportunity at one of the world's most sophisticated algorithmic trading firms, offering a rare combination of quantitative model development, risk infrastructure build-out, and cross-asset exposure across equities, fixed income, commodities, and credit. The role carries a wide mandate spanning factor risk model development, tail risk estimation, performance analytics, and production codebase ownership within a fast-paced, intellectually rigorous environment built on scientific rigor and cutting-edge technology. It's an ideal next move for a quantitative analyst who wants to go deep on risk modeling while working alongside some of the sharpest minds in electronic trading.




Key Responsibilities:
  • Build and enhance in-house factor risk models across multiple asset classes including interest rates, commodities, credit, and equities
  • Customize and evaluate vendor market risk models;research and develop new models to address evolving trading and risk management challenges
  • Work with risk managers to enhance tail risk estimation for historical and hypothetical stress scenarios
  • Ingest, evaluate, and transform large datasets relevant to risk and performance analysis
  • Design and implement state-of-the-art performance analytics and risk decomposition applications
  • Collaborate with developers to productionize risk models and risk management tools;enhance and maintain the risk production codebase
  • Communicate effectively with investment teams on risk findings, model outputs, and analytical insights across all levels of the organization

About the Company

M

Madison-Davis

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