Quantitative Risk Manager
Core
Identify, assess, and monitor market, credit, liquidity, and operational risks for a proprietary trading firm's trading activities.
Role type
Quantitative Risk Manager (IC)
Builds
Proprietary global risk management system and risk monitoring tools
Domain
Capital Markets / Financial Risk Management
Deliverable
production ML models
Required skills
Python (Pandas, Standard Library), SQL, quantitative analysis and modelling, stress testing, scenario analysis, risk metrics development, regulatory compliance
Preferred skills
FRM or NISM Series VII certification, derivatives knowledge, portfolio risk management (equities, futures, options)
Technologies
Python, SQL, Pandas
Responsibilities
Monitor intraday and overnight market risk exposure; conduct stress tests and scenario analysis; implement risk mitigation strategies; generate risk management reports for senior management; ensure regulatory compliance; provide training on risk tools and methodologies
Seniority
Mid-level, hands-on IC