A leading Prop Trading firm is looking for a Quantitative Risk Manager to develop a risk framework for their Fixed Income trading activity.
This position will work directly with the Head of Risk at the firm to develop the risk strategy and methodology and design the framework from scratch. You'll be working closely with the front office to implement and monitor different tools and systems for the traders.
- Work closely with traders to enhance and enforce risk limits
- Develop and implement the risk framework for multiple trading strategies in the business
- Liaise with portfolio managers to communicate risk drivers and market research that will effect strategies
- Running risk calculations (VaR, stress testing, etc) to assist in portfolio optimization
- 5-10 years of experience in market risk management; trading experience preferred
- Advanced Degree in a Quantitative Field
- Proficiency in SQL, VBA, Python, R, or other languages for data analysis and modelling
- Strong knowledge of Fixed Income products and markets
- Excellent written and verbal communication skills