Enterprise Risk Associate, FX & Rates
Core
Build and maintain risk modeling frameworks to capture risk in trading strategies and inform capital allocation decisions.
Role type
Senior IC quantitative risk analyst (FX & Rates)
Builds
Enterprise-level risk models and analytics for FX and rates derivatives
Domain
Hedge fund, quantitative finance, FX & Rates
Deliverable
production ML models
Required skills
Python, quantitative trading/risk experience, statistical modeling, matrix algebra, linear analysis, large dataset analysis
Preferred skills
Hedge Fund rates & FX derivative trading strategies, personal GitHub projects
Technologies
Python
Responsibilities
Understand trading strategies to ensure risk is captured correctly in models; create custom models when external solutions fail; generate insights into firmwide risk drivers; communicate risk insights to senior management; incorporate insights into models to mitigate drawdowns.
Seniority
Senior, hands-on IC
