Risk Analyst
Core
Operate and maintain daily risk systems (VaR, margin, limits) for a proprietary algorithmic trading firm, ensuring accurate position capture, pricing, and exposure monitoring across global exchanges.
Role type
Senior IC Risk Analyst (Prop Trading)
Builds
Real-time risk monitoring dashboards, daily liquidity reserve models, and stress test scenarios for algorithmic trading strategies.
Domain
Financial Services / Algorithmic Trading / Derivatives
Deliverable
production ML models | dashboards & analysis
Required skills
Value at Risk (VaR) methodologies, futures margining (SPAN), FCM reconciliation, margin optimization, futures markets knowledge, listed options Greeks, P&L attribution concepts
Preferred skills
Python, SQL, CFA, FRM
Technologies
VaR systems, margin tools, Excel, Python, SQL
Responsibilities
Run and maintain daily VaR and risk systems; monitor trading exposures against limits in real time; reconcile daily margin requirements and optimize capital usage; execute daily stress tests and scenario analyses; prepare and distribute daily risk reports to senior management; review P&L attribution outputs to validate risk exposures.
Seniority
Mid-Senior, hands-on IC