Job Description – Risk Management Team (Quant Trading Firm)
We are hiring analytical and detail-oriented professionals to join the Risk Management team at a leading algorithmic trading firm. The team is responsible for monitoring, evaluating, and controlling portfolio and strategy-level risks across high-frequency and systematic trading operations.
Key Responsibilities
1. Portfolio & Strategy Risk Analysis
- Compute and maintain risk metrics: VaR, Expected Shortfall, stress tests, scenario analysis, factor exposures, correlations.
- Identify concentrations across symbols, sectors, and time horizons.
- Review risk-adjusted performance (Sharpe, Sortino, drawdowns, volatility, skew, hit ratio).
- Compare LIVE vs backtest performance and highlight divergences.
2. Capital Allocation & Scaling
- Recommend scaling decisions, exposure limits, and capital allocation.
- Suggest reduction/closure of high-risk or underperforming strategies.
3. Real-Time / Daily Monitoring
- Monitor live P&L, exposures, leverage, and drawdowns.
- Track anomalies (latency, slippage, unusual fills, market events).
- Trigger alerts or halt trading when thresholds are breached.
4. Execution & Pre-Trade Risk Controls
- Track slippage, liquidity usage, execution latency.
- Work with tech/execution teams to refine controls.
- Define and enforce trading limits; validate strategies before going LIVE.
Qualifications
- Bachelor’s/Master’s in Finance, Engineering, Mathematics, Statistics, or related fields.
- Strong understanding of markets, derivatives, and trading.
- Experience with risk analytics (VaR, stress tests, factor models) preferred.
- Python/SQL proficiency is a plus.
- Ability to operate in fast-paced, high-pressure environments.
What’s Offered
- Work with a high-performing quant & trading team.
- High ownership, rapid learning, and exposure to advanced trading systems.
- Competitive compensation and strong growth opportunities.