Traded Risk Manager
A leading global trading firm is seeking a Traded Risk Manager to oversee risk across its equity‑driven strategies in a highly quantitative, automated environment. This role provides first‑line risk challenge across equity stat‑arb, delta‑one, and financing activities, ensuring strong governance, high‑quality analysis, and continuous enhancement of risk frameworks and infrastructure. You will work closely with trading, quantitative engineering, operations, and external counterparties to maintain robust control and visibility throughout the full trade lifecycle.
Key Responsibilities
- Monitor, assess, and challenge traded risk exposures across equity statistical arbitrage, delta‑one, and related systematic trading portfolios.
- Partner with regional risk leadership to model and interpret exposures across multiple asset classes and product sets.
- Analyse equity financing components-borrow availability, recalls, specials, and corporate action impacts-and quantify their influence on risk, liquidity, and P&L.
- Oversee securities lending dynamics and evaluate their effects on position behaviour and strategy performance.
- Develop, maintain, and enhance stress‑testing, scenario analysis, and exposure modelling frameworks tailored to equity and financing strategies.
- Collaborate with trading, operations, and prime brokers to resolve risk issues related to lifecycle events and financing constraints.
- Ensure effective governance and control around corporate actions, index rebalances, expiries, and portfolio rolls.
- Work with risk technology and engineering teams to improve tools, automation, dashboards, and risk controls to reduce operational and market risk.
- Conduct ad‑hoc deep‑dives-including stress tests, margin analysis, and back‑testing-to support limit setting and senior risk committee discussions.
Key Requirements
- Bachelor's degree in a quantitative or analytical field; Master's preferred.
- Several years of experience in equity‑related traded risk, delta‑one, portfolio finance, systematic/quantitative trading, or buy‑side risk.
- Strong capability to dissect complex equity portfolios and provide clear, constructive challenge to trading and financing assumptions.
- In‑depth understanding of equity financing mechanics, stock borrow supply/demand, and securities lending workflows.
- Hands‑on experience with stress testing, scenario design, and margin impact assessment.
- Experience partnering with stock loan, portfolio finance, quants, and technology groups in automated or systematic trading environments.
- Proficient Python skills and familiarity with SQL or other database tools.
- Exceptional analytical judgement, communication skills, and attention to detail.
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