Central Risk Trader, Equities, Director or Vice President
Core
Manage portfolio trading flows and strategies for systematic and index rebalance events, generating trading revenues and managing book risk.
Role type
Director/Vice President Central Risk Trader (Equities)
Builds
Systematic trading strategies and index rebalance flow predictions
Domain
Equities, Index Rebalancing, Quantitative Risk Management
Deliverable
production ML models
Required skills
Python, KDB/Q, quantitative risk modeling, Barra market risk models, P&L attribution, back-testing, statistical analysis, equity market mechanics
Preferred skills
None stated
Technologies
Python, KDB/Q, Bloomberg
Responsibilities
Manage portfolios of systematic and index rebalance strategies; Research and predict equity index rebalancing events; Generate systematic trading strategies and own the full alpha lifecycle; Monitor profit and loss (P&L) attribution and conduct backtests; Utilize market risk models to manage trading book risk; Program in Python and KDB/Q to optimize alpha capture; Oversee and manage risk of trading books across stocks, ETFs, and delta-one products; Coordinate with trading desks to ensure timely execution of rebalance trades; Prepare and present regular reports on portfolio performance to senior management.
Seniority
Director/Vice President, hands-on IC with leadership responsibilities