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