Quantitative Risk Engineer Electronic Trading & Factor Models

Title: Quantitative Risk Engineer Electronic Trading & Factor Models

Office Status: Hybrid New York, NY

Base Salary: $200k $300k + Bonus

ABOUT THE ROLE

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.

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