Sr Risk Analyst

PEAK6•Chicago, IL

10d•Hybrid

About The Position

As the Execution Risk Analyst on the Risk Management Team in Capital Management, you will help monitor and maintain the firm’s order flow to the marketplace, while you enhance the tooling to properly carry out such tasks. Additionally, you will develop tools to monitor market risk across the firm’s trading activities. You will understand the significant market risk positions and their impact on the firm’s portfolio. You will be dealing directly with the trading desk to make time sensitive, high pressure decisions.

Requirements

An excellent academic background, degree in a quantitative discipline such as financial engineering, mathematical or computational finance, or combined undergraduate/graduate degrees in economics and statistics
1-3 years of experience in a risk analyst role or related position
Proficiency with Python and Excel
Strong attention to detail, project management and prioritization skills which will be key in balancing daily deadlines with timely implementation of strategic projects
Successful completion of the Series 57 will need to be completed within 120 days from hiring date.

Nice To Haves

A demonstrable understanding of options pricing methods and models preferred but not required

Responsibilities

Daily monitoring and validation of execution risk
Regular testing of all execution limits
Keeping abreast of relevant market events and drivers as they pertain to firm positioning
Maintaining an active dialogue with support groups regarding risk changes, risk representation, revenue, and regulatory issues.
Communication of key execution risks to management via presentations and regular write-ups
Working with other Risk functions including Product Control, Middle Office, Risk IT, and Risk Reporting