Strategist, Risk
Core
Support portfolio managers trading derivatives in representing, rationalizing, and understanding risk at a product and book level, ensuring risk is accurate and economically consistent with product/payoff definitions.
Role type
Quantitative Strategist (Risk & Valuation)
Builds
Centralized library for valuation and risk calculations; modelling for stressed market scenarios
Domain
Financial services / Derivatives trading / Risk management
Deliverable
production ML models
Required skills
Python, equity derivatives, financial mathematics, quantitative risk modelling, production environment experience
Preferred skills
First-principles approach to product behavior, experience with quantitative risk teams, traders, and portfolio managers
Technologies
Python
Responsibilities
Model vanilla and exotic products; create and understand stressed market scenarios; maintain and extend centralized valuation and risk libraries
Seniority
Mid-Senior, hands-on IC
