Enterprise Risk Associate, FX & Rates

Schonfeld•New York, NY

22h•$175,000 - $250,000

About The Position

We are seeking an exceptionally talented individual to join our risk team to be a key member focused on risk modeling and monitoring in support of senior leadership in making capital allocation and firm risk management decisions. A successful candidate will help to build and maintain an analytical framework used to gain insights into risk drivers of our portfolios, as well as communicate those insights to senior management.

Requirements

Experience with market standard models for pricing rates and FX derivatives
5-10 years of experience working in quantitative trading or risk
A strong track record of working independently to solve business problems
The ability to simplify and present complex topics and influence decision outcomes
Passion for learning and discovering new ideas in quantitative finance
Proficiency with procedural programming skills (Python)
Strong mathematical and statistical modeling (knowledge of matrix algebra and linear analysis)
Comfort with analysis of large datasets, high-level attention to detail

Nice To Haves

A personal GitHub page highlighting some of your personal projects
Knowledge of Hedge Fund rates & FX derivative trading strategies

Responsibilities

Understanding trading strategies and ensuring the risk inherent in those strategies is captured correctly in risk models.
Working with Technology, external vendors, COO teams, strategy quants, and strategy risk coverage teams to prioritize work needed to correctly capture risk at the enterprise level.
Creating proprietary models and solutions when external solutions fail to meet enterprise requirements.
Generating insights into the key drivers of firmwide risk and communicating them to the broader management team.
Incorporating insights into models and analytics to mitigate the risk of outsized drawdowns and to inform the firm’s capital allocation process.