We are looking for an experienced portfolio risk specialist to lead and grow the Risk Management Team at Trexquant. In this role, you will be responsible for enhancing our risk management platform, further developing key metrics for risk analysis, proposing and implementing risk mitigation tactics and process as the notional footprint and number of asset classes of our quantitative portfolio continues to grow.
Responsibilities
- Oversee and analyze risk factor exposures and trends across company portfolios in global markets.
- Develop and manage automated risk models, in each of our traded asset classes, and across the entire portfolio.
- Design stress test experiments and discuss results with senior research team members to expand on our risk considerations in various markets.
- Partner with our Strategy, Execution, and Capital Allocation teams to develop expanded risk policies and apply optimal risk management.
- Engage providers on macro market risk considerations, efficient margin policy, and counterparty exposure.
- Present risk metrics and escalations to senior management and the investment committee in order to take appropriate actions on shifting risk dynamics.
- Bachelor's, Master’s, or Ph.D. degrees in Mathematics, Statistical Modeling, Computer Science or other related STEM fields.
- 3+ Years of experience in a portfolio risk management role at a quantitative trading firm.
- Strong quantitative skills and attention to detail.
- Proficiency in Python.
- Competitive salary, plus bonus based on individual and company performance.
- Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets.
- PPO Health, dental and vision insurance premiums fully covered for you and your dependents.
Top Skills
What We Do
Being a quantitative finance firm that uses Machine Learning (ML) to create multi-asset portfolios and seek profit from the market, Trexquant has continuously improved its investment and research platform since starting operations, leveraging new and emerging technologies. Trexquant uses rigorous quantitative methods to create multi-asset portfolios in global markets. To do this, Trexquant develops trading signals using its vast and continuously growing collection of data variables used as inputs for more complex trading models called Strategies. The result is an ever-growing and adapting engine built from thousands of intricate models and tens of thousands of signals, tailor-made with the goal to outperform the market during any condition. Capital is managed across 5,500+ cash equity positions across the United States, Europe, Japan, Australia, and Canada.
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