Enterprise Risk Associate, FX & Rates
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 analytical framework used to gain insights into risk drivers of our portfolios, as well as communicate those insights to senior management. The Risk Associate will be responsible for understanding our trading strategies and making sure that the risk inherent in those strategies is captured correctly in our risk models. To accomplish this goal, you will work 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. When external solutions fail to fit enterprise requirements, you will be responsible for creating our own models and solutions. You will also be responsible for generating insights into the key drivers of firmwide risk and communicating them to the broader management team. You will also work on incorporating them into models and analytics to mitigate the risk of outsized drawdowns and to help inform the firm’s capital allocation process.
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 risk is captured correctly in risk models
- Collaborating with Technology, external vendors, COO teams, strategy quants and strategy risk coverage teams to prioritize work
- Creating models and solutions when external solutions are insufficient
- Generating insights into key drivers of firmwide risk and communicating them to management
- Incorporating insights into models and analytics to mitigate risk and inform capital allocation
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What This Job Offers
Job Type
Full-time
Career Level
Mid Level
Education Level
No Education Listed
Number of Employees
501-1,000 employees
