An industry leading financial services firm is looking to expand their Quantitative Risk Analytics teams.
The firm specializes in exchange traded and OTC futures and options across asset classes, with a focus on equities.
This individual will wear multiple hats within the firm. Primarily, they are looking for someone who will be developing market risk analytics, tools, dashboards, and risk and pricing models.
This is a hands-on role and strong coding/programming skills are necessary for quant risk analytics development.
Responsibilities:
- Research, develop, and test market risk and derivative pricing models for equity, futures, and options.
- Support clients with ad hoc risk analysis on additional products and asset classes when required.
- Monitor counterparty risk and margin requirements.
- Design and develop risk infrastructure and enhance risk systems.
Qualifications:
- 4+ years of quant risk experience.
- Master's in a quantitative discipline; PhD strongly preferred.
- Experience with Python, SQL, R, and C++.
- Expertise developing pricing models for derivatives and options.
