Risk Analyst (Equity Derivatives)
Core
Develop and maintain quantitative frameworks for risk measurement, valuation, and monitoring of equity derivatives portfolios.
Role type
quantitative risk analyst (equity derivatives)
Builds
quantitative risk frameworks and valuation models for portfolio managers
Domain
financial services / quantitative risk
Deliverable
production ML models
Required skills
Python (Polars, Pandas), SQL, quantitative modeling, derivatives valuation, compiled statically typed languages
Preferred skills
experience managing/deploying valuation models, public repository contributions
Technologies
Python, Polars, Pandas, SQL
Responsibilities
Develop robust risk measurement frameworks; optimize quantitative frameworks with tech and business teams; partner with technology to transition models to production; lead research and implementation of quantitative models
Seniority
Mid-level, hands-on IC